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ADou
Calcite | Level 5

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!!

5 REPLIES 5
Reeza
Super User
Add the variable you want to have it into your BY statement? Have you tried adding a BY statement to your model?
ADou
Calcite | Level 5

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;

Reeza
Super User
Do you get an error message of some kind? Try putting the BY statement before the MODEL, and you need to have a QUIT instead of RUN.
ADou
Calcite | Level 5

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.

Reeza
Super User
I would actually turn off output. You haven't specified anything in the output to capture the output, so no output would be captured.
https://blogs.sas.com/content/iml/2017/02/13/run-1000-regressions.html

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