Proc Reg: Interactivity disabled with BY processing

[Zakir]

Hi,

I have got three sub-samples where I want to run regression. After getting the results of first group, I tried to execute the statements but SAS is not execting the proc reg command and giving the following the notes:

proc reg data=var.rmkt_tdate2 outest=var.alpha2(rename=(intercept=alpha mkt_ret=beta) keep=isin tradedate intercept mkt_ret _edf_) edf noprint;
by isin tradedate; model return=mkt_ret;
where 0<=relday<=180;
run;

NOTE: Interactivity disabled with BY processing.
NOTE: PROCEDURE REG used (Total process time):
real time 2:09.30
cpu time 9.71 seconds

NOTE: The data set VAR.ALPHA2 has 0 observations and 5 variables.

I want to get regression outputs each time I run the command.  Can anyone please help me to solve the problem? Thanks in advance.

Kind regards,

Zakir

[WarrenKuhfeld]

Interactivity being disabled is NOT a problem. You don't need interactivity for what you are doing.  It is a note not an error.

[Zakir]

Hi,
Thank you for your reply. Can you please help by showing how do I get
estimated parameters. You may have seen that output file has 0 observations.

Thanks.

[WarrenKuhfeld]

I don't know what you are doing wrong, but the problem is not related to interactivity.  Do you have data going in? Have you tried it with a new SAS session? You might have done something wrong previously. You did not provide data, so no one else can replicate what you are doing.

[PeterClemmensen]

Is it a problem that you do not have interactivity? Do you need it?

[Zakir]

Hi,

Thank you for your reply. It is showing in log and output file has got 0
observations. I want regression parameters to be estimated.

Thanks!!

[FreelanceReinh · Accepted solution]

Hi @Zakir,

To get an answer to @WarrenKuhfeld's important question "Do you have data going in?" you may want to run this step and examine the result in view of the WHERE condition 0<=relday<=180:

proc means data=var.rmkt_tdate2;
var relday;
run;