@PaigeMiller@Rick_SASThank you very much for help, I have now more elements to decide.
Don't compute the regression for this data, instead print an error message of some sort.
Knowing that I have a loop, how can I say: "If the X'X matrix is singular, then do not abort but write for example #N/A" so that when I look at the output table, I can see that for, let say t = 350 and t = 580, the matrix was not singular and these particular data points will not be used ?