Oh! I did it the hard way, because I didn't know that BTRAN existed.  Perhaps you should blog about it Rick, to try and get it more widely known? ... View more

All the matrices in IML are destroyed when you exit the procedure with 'quit'.   In order to do what you want, you will need to add the IML statements: create matrix1 from matrix1; append from matrix1; to export the contents of matrix1 to a SAS data set.   There are other problems as matrix1 will be very sparse, mostly with missing values, and you will not be able to run a cluster analysis on it.   ... View more

It looks too complicated to be able to avoid the loop.  What might be slowing things down, is the fact that you are 'growing' the matrix AF by steps within the loop.  After each iteration a new version of AF is declared, and ever more data needs to be moved around in memory.  It would be more efficient to declare AF as a zero matrix, at it's final size, before the loop, and then write the block diagonal sub-matrices using row and column indexing. ... View more

Approach #1 is not working as the first time PROC LOGISTIC is run, it terminates IML completely and the matrix 'loss' is destroyed.   There are two possible ways I can think of that will let you mix the PROCs with IML.     (1) Use a macro loop around LOGISTIC and FREQ that generates a series of output data sets called CellCounts_new1, CellCounts_new2, .. , CellCounts_new10.   Then read this series of data sets using a loop in IML and put together the vector of losses.   (2) Investigate the SUBMIT / ENDSUBMIT block that you use to run LOGISTIC and FREQ from within IML.  This is probably the best solution since there would be a single IML loop which submits each block of code and reads the output data set from PROC FREQ as you have already been doing. ... View more

What you say in the EDIT is correct.    X_I#L_k will do exactly the same thing, without the need to form the matrix tmp using the REPEAT function. This is how elementwise multiplication between a matrix and a vector works in IML.   Now that REPEAT is no longer needed, where does IML fail now? ... View more