How to speed up multiple regressions in SAS

Tim_sas_ — Sat, 18 Jul 2020 09:20:12 GMT

Hello,

I have a problem to speed up my regressions in SAS using the macro below.

I would like to suppress the regression results in the results window, however, the Noprint function does not work here because it sends no output to ODS.

I have tried "ODS select none" as well as "ODS exclude none", but the results window then still appears. I would be very glad if someone could help me out. Any ideas on how to speed up the macro (multiple regressions) below or on how to suppress the output in the results window while still calculating the output tables are highly appreciated.

Thank you a lot for any help.

Tim

*Macro to run several regressions using a loop (based on a startyear);
%Macro Startermacro (window=,dataset_in=);
	%do startyear = 2003 %to %eval(2014 - &window. + 1);

*Run a regression of earnings on lagged variables and save the output statistics;
proc reg data=&dataset_in. ;
	model earn_w = L1_earn_w L1_negE_w L1_NExE_w;
	where &startyear. <= HouFyear <= %eval(&startyear. + &window. - 1);
	ODS OUTPUT parameterestimates = par_est_&startyear.;
run; quit;

*Write the start year in a separate column; 
		data par_est_&startyear.;
			set par_est_&startyear.;
			startyear = %eval(&startyear. + &window. - 1);
		run;

*Combine all outputs to one file;
	data combined_par_est;
		set par_est_:;
	run;
%end;
%mend;

Re: How to speed up multiple regressions in SAS

Kurt_Bremser — Sat, 18 Jul 2020 09:34:44 GMT

ods _all_ close;

at the start of your code, so later only the OUTPUT destination is open.

Re: How to speed up multiple regressions in SAS

Tim_sas_ — Sat, 18 Jul 2020 09:48:33 GMT

Thank you Kurt, this was very helpful and worked excellently!

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How to speed up multiple regressions in SAS

Re: How to speed up multiple regressions in SAS

Re: How to speed up multiple regressions in SAS