Good day,
I have been struggling for a while trying to get this program to work. It keeps on giving me the error: Error (Execution) Matrix has not been set to a value.
Could someone be so kind as to point out where I am going wrong?
This is the code:
proc iml;
n = 200;
k = 3;
g = 30;
do it = 1 to g ;
x = J(n,k,1) ;
u = J(n,1,99999) ;
y = J(n,1,99999) ;
sd = J(n,1,0);
rst = J(n,1,99999);
do i= 1 to n;
x2[i,2] = ranuni(sd)*100+100;
x3[i,2] = ranuni(sd)*50+150;
u[i,1] = rannor(sd)*100;
y[i,1] = 100+3*x2[i,2]+15*x3[i,2]+u[i,1];
x = J(n,1,1) || x2[i,2] || x3[i,2];
end;
bh = inv(x`*x)*x`*y;
print bh;
rst[it,] = bh`;
print rst;
end;
quit;
