The PROC LOGISTIC options SELECTION=SCORE and BEST=2 are used in a MODEL statement to generate a series of predictive models. The models are assigned numbers in order from 1 to 99 reflecting the fact that there are 50 candidate input variables. Results from the collection of derived models are used to generate the following plot of overall average profit by model number. Results are restricted to models with at least 9 inputs and at most 40 inputs.
The maximum value for the training data occurs for model number 46, and the maximum value for the validation data occurs for model number 43.
If you base model selection solely on overall average profit, what is the correct choice?
A . Select model 46
B . Select model 43
C . Select model 45
D . Select model 21
Answer: B
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