SAS proc reg, need to set maximum number of regressors that enter model

Question

I need help with proc reg in sas. Currently I'm using the following code:

proc reg data=input outest=data_output;
model y = x1-x25 / selection = cp;
run;
quit;

I wonder how to set maximum limit of number of regressors that enter my model. Now as you can see I want SAS to test 25 variables, but also I want it to select no more than 7 variables in my model.

And one more questions, does anybody now why SAS outputs only 601 model combinations when I use the procedure above? Why doesn't it show all possible models that it can create with this 25 regressors?

Any comments and help will be appreciated!

Answer 1

Use the STOP= option in the model statement.

proc reg data=input outest=data_output;
model y = x1-x25 / selection = cp stop=7;
run;
quit;