Creating

[Kurt_Bremser]

What's so bad about these procedures that you can't use them?

[SASKiwi]

Why do you need to reinvent the wheel? What is inadequate about the existing wheel?

[Reeza]

If you're going to do this, you may want to drop down to IML assuming you're planning to use the matrix approach.

[KachiM]

@k93943 

In addition to @Reeza 's suggestion for IML, you can do it using only BASE SAS. Proc FCMP provides data step approach to buiding user defined functions.

If I am convinced of your reasons for having such function, I can throw some more light into doing it.

[Ksharp]

Then you have to use PROC IML .

Calling @Rick_SAS 

[Rick_SAS]

See the Getting Started tutorial for PROC IML.

[Reeza]

This is an older answer that may get you started. 

https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Regression-type-problem-data-in-a-ro...