Is it possible to use the 'where' statement in elasticnet (SAS)? - sas

Question

Here is the code I am using for variables selection:
proc glmselect data=abct;
where incex1=1;
title 'GLMSELECT with Elastic Net';
model devmood_c = asetot age yrseduc sex employyn cohabyn caucyn asitot penntot
anxdis ahealthuse ahospit ventxpwk acmn nhospit bmi comorb
aqllimmn aqlsubmn aqlsympmn aqlemotmn aqlenvirmn aqltotmn
smoke3gp nalcwkcurr
/selection=elasticnet(steps=120 L2=0.001 choose=validate);
run;
The problem is that, when I run it, it tells me:
ERROR: Variable incex1 is not on file WORK.ABCT.
This incex1 variable is used to exclude people in our database that have score too high on a particular question. It works with LASSO, but even though the code is similar, doesn't seem to work with elasticnet.
Does anyone know how I could use it or if there is another way to exclude the patients who scored under a certain threshold on a questionnaire?
This is how incex1 has been coded:
if devmood_c = 0 then incex1=1;
if devmood_c = 1 then incex1=1;
if devmood_c = . then incex1=0;
if bdisev > 2 then incex1=0;
label incex1 = "1=no mood at baseline or BDI > 20, 0=excluded";

Answer 1

This works in test data, so it is likely an issue with your source data not having the characteristics you expect. For example,
ods graphics on;
proc glmselect data=sashelp.Leutrain valdata=sashelp.Leutest
plots=coefficients;
where x1>0;
model y = x2-x7129/
selection=elasticnet(steps=120 l2=0.001 choose=validate);
run;
That works as expected.