Hi experts,
As in my txt file, I want to regress R1 on R2 in the group of permno. And for each permno, I wanna get the coefficient of its regression. Is it possible to get a set of the coefficients corresponding to each permno? Thanks a lot!!
Yes, I tried the codes below, but my system always crash when I run this step.
proc reg data=reg;
model ret1=ret2;
by permno;
run;
I put the BY before model, but the system still crash again. And it seems it creates only the report, not a collection of the coefficients.
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