How to combine all intercepts from 30+ regression models into a single dataset/table?

[igsteo]

Hi,

I am currently working on multiple CAPM models and i have to calculate the returns for each of the stock by using the intercept result from each regression output. Is SAS able to output a new dataset that summarizes only intercept results from the regression output? If so, what is the code?

Thank you for all the help rendered.

[PeterClemmensen]

Show us your current code.

[PaigeMiller]

Yes, if you used a BY statement in your code, then all the intercepts ought to be placed in a single output file. But to give you exact code to do this, we need to see what code you are using.

[Ksharp]

Using option PROC REG + OUTEST= get these estimator,
And use PROC APPEND to combine all these estimator.