I am running proc reg with a datafile with 4000+ variables and 1.3 million observations. I expected for it to run for quite a while, but not this long... Is it actually still running the command OR should I just terminate it because something must be wrong?
Thanks in advance all SAS experts!
If your procedure is producing plots, stop it and restart it without the plots. That is often the lengthiest, and by far, part of the processing.
Are doing this with BY group processing? How many total levels if so? Each by group can produce a fair amount of output in the results window. And if you have many by groups then you could be getting to memory limits and lots of disc access to track the output plus the model calculations.
If that is the case you may try turning off most of the output and sending results to data sets. No print may be your friend.
I would suggest you to use PROC GLMSELECT to select those the most significant varialbes, after that using PROC REG. OR you want IML code ? That need very big memory .
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