options linesize=70; data a; do _n_=1 to 20; x1 =ranuni(734);x2=ranuni(437);output;end; data b;set a; x1=round(x1,.01);x2=round(x2,.01);x3=x1+x2; z=ranuni(1);x3=.3*z+x3; x3=round(x3,.01); x4=x1+x2+.34*z; x4=round(x4,.01); y=0.5*x1+1.5*x2; y=y+.15*normal(34);y=round(y,.01); proc reg;model y=x1 x2 x3/selection = stepwise details; model y=x1 x2 x4/selection=stepwise details ; proc rsquare;model y=x1 x2 x3/cp b; proc print; run;