The error says that the ESTIMATE variable is not in a data set that you are reading. Theerror is most likely occuring on Line 1754:
1748 /*---------------------------------------*/
1749 /* Construction of pair specific D */
1750 /*---------------------------------------*/
1751 /*Dpair(k)*/
1752
1753 use _covariantieD where (pair=&k);
1754 read all var{estimate pair r c};
1755 close _covariantieD;
A few lines later you get another error:
1776 use _covariantieerror where (pair=&k);
1777 read all var{estimate pair r c};
1778 close _covariantieerror;
WARNING: Data set WORK._COVARIANTIEERROR is empty.
There is no way for me to determine why these errors are occuring, but you might try inserting a PROC PRINT or PROC CONTENTS on Line 1732 to see what these files contain before the program enters PROC IML.
