https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804683#M316913 It is best not to merge like proc SQL Create because there are too many observations for datasets 1 and 2，like dataset1 can be as large as 1 million Tue, 29 Mar 2022 07:43:51 GMT Xiyuan 2022-03-29T07:43:51Z https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804682#M316912 <P>we have 2 datasets: dataset 1: for each id1-id2 pair, inter_id have so many values dataset 2: for each id2-inter_id pair, y and x can have so many values final we want b for each id1-id2 pair: e.g. b_AM is calculated by regressing y on x using (K1+K2+K3) observations</P><P>&nbsp;</P><P><span class="lia-inline-image-display-wrapper lia-image-align-inline" image-alt="微信截图_20220329154031.jpg" style="width: 999px;"><img src="https://communities.sas.com/t5/image/serverpage/image-id/69896i9967928B01484EBE/image-size/large?v=v2&amp;px=999" role="button" title="微信截图_20220329154031.jpg" alt="微信截图_20220329154031.jpg" /></span></P> Tue, 29 Mar 2022 07:41:23 GMT https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804682#M316912 Xiyuan 2022-03-29T07:41:23Z https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804683#M316913 It is best not to merge like proc SQL Create because there are too many observations for datasets 1 and 2，like dataset1 can be as large as 1 million Tue, 29 Mar 2022 07:43:51 GMT https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804683#M316913 Xiyuan 2022-03-29T07:43:51Z https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804684#M316914 by the way i have a macro when regressing, specifically, when we determine the whole data used for regression for ID1= A and ID2 =M, we can simply use %fn (variable1=Y, variable2=X) and output a dataset with coefficients of X, standard deviation, etc.<BR />What we need to do further is to label this dataset as AM, and assign a new tag such as BM and AN when new dataset is output later. Finally, we merge to get the final result. Tue, 29 Mar 2022 07:51:13 GMT https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804684#M316914 Xiyuan 2022-03-29T07:51:13Z https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804686#M316916 <P>So what does b_AM equal in the first obs?</P> Tue, 29 Mar 2022 07:59:13 GMT https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804686#M316916 PeterClemmensen 2022-03-29T07:59:13Z https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804687#M316917 sorry i don't give the complete K1+K2+K3 data, so there is no answer, but just regress y on x can got it, in other words, i don't really care beta, i just want to use all the y and x values which can be used for id1=A and id2=M, because i have a macro to help me regressing Tue, 29 Mar 2022 08:05:16 GMT https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804687#M316917 Xiyuan 2022-03-29T08:05:16Z https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804693#M316918 well i got it<BR />i find my computer allows this large dataset after merging 1 and 2,<BR />i just need to solve how to execute the macro grouped by id1-id2 Tue, 29 Mar 2022 08:31:01 GMT https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804693#M316918 Xiyuan 2022-03-29T08:31:01Z https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804713#M316928 <P>I'm not following the need for a macro. If you do the merge, then you can do all the regressions with a BY statement.</P> Tue, 29 Mar 2022 11:18:18 GMT https://communities.sas.com/t5/SAS-Programming/quicker-regression-using-loop-or-something/m-p/804713#M316928 PaigeMiller 2022-03-29T11:18:18Z