How to loop over variables for a proc reg

[Shayan2012]

Ok, I should explain the header better.

Let's say I have a data set like this:

PERMNO    DATE    Y     X1     X2      X3

A                   100     xx    xx      xx      xx

A                   100     xx    xx      xx      xx

A                   100     xx    xx      xx      xx

B                 ......

B

B

C

C

C

Basically, I want  to run multiple regression models. 

For example, Y ~ x1. Y~ x2, Y~X3, ...

In my real data set there are more than 10 variables.

I know that for a single model, I can run something like this:

proc reg data = have out = want;
    by permno date;
    model y = x1;
run;

But what shoud I do if I want to do a loop through my variables, so that I get all of models, y ~ x1, y~x2, y~x3 in one table. Can it possibly done in one proc reg, or should I define multiple ones and append them together?

I appreciate any help.

Thanks!

[PGStats · Accepted solution]

Transform your data and use by processing. Here is an example with sashelp.class:

data longClass;
set sashelp.class;
array a{*} age height;
do i = 1 to dim(a);
    var = vname(a{i});
    value = a{i};
    output;
    end;
drop i age height;
run;

proc sort data=longClass; by sex var; run;

proc reg data=longClass plots=none;
by sex var;
model weight = value;
run;

[Shayan2012]

Thanks a lot, PGstats!