whoops. that's because I forgot to put a do loop in . try this
%macro rtm (j=31) ;
%do i = 1 %to &j ;
proc nlp noprint data=S&i absgconv=1e-15 OUTEST=T1; by obs;
bounds R>=0, R<=1;
min f;
decvar R=1;
f = abs(PRC1_IBES-(BVPS1_1+(((FEPS1_1/BVPS1_1_1)-R)/(1+R))*BVPS1_1
+(((FEPS2_1/BVPS2_1_1)-R)/((1+R)**2))*BVPS1_1_1
+(((FEPS3_1/BVPS3_1_1)-R)/((1+R)**3))*BVPS2_1_1
+(((FEPS4_1/BVPS4_1_1)-R)/((1+R)**4))*BVPS3_1_1
+(((FEPS5_1/BVPS5_1_1)-R)/((1+R)**5))*BVPS4_1_1
+(((FEPS6_1/BVPS6_1_1)-R)/((1+R)**6))*BVPS5_1_1
+(((FEPS7_1/BVPS7_1_1)-R)/((1+R)**7))*BVPS6_1_1
+(((FEPS8_1/BVPS8_1_1)-R)/((1+R)**8))*BVPS7_1_1
+(((FEPS9_1/BVPS9_1_1)-R)/((1+R)**9))*BVPS8_1_1
+(((FEPS10_1/BVPS10_1_1)-R)/((1+R)**10))*BVPS9_1_1
+(((FEPS11_1/BVPS11_1_1)-R)/((1+R)**11))*BVPS10_1_1
+(((FEPS12_1/BVPS12_1_1)-R)/(R*(1+R)**11))*BVPS11_1_1));
run;
data T1; set T1;
if _TYPE_='PARMS';
rename R=rgls1_1_1;
keep obs R; run;
data O&i; merge S&i (in=xx) T1(in=yy); by obs; if xx and yy; run;
%end;
%mend rtm;
%rtm(j=31);
Thank you very much. Your solution works perfectly. I am sorry I do not have the option to choose two right answers here. Otherwise, I would select your one too.
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