Hi, I think you want to use the content of the macro variable 'model1' and 'model2' in the regression. proc reg data=perret&per; by permno;     model ereturn_i =model&m; run; Therefore please try to change it like the following: proc reg data=perret&per; by permno;     model ereturn_i =&model&&m; run; ... View more

For all who are interested in XML computation with SAS. I found know a solution together with the SAS support. I was able to transform roundabout 2500 XML files in one XSLT computation into one CSV-file. I used within SAS 9.2 the PROC XSL procedure. In addition I had to change the SAS config file (JREOPTION) to increase the Memory size used for Java. I had to transform three kinds of XML files (each 2500 files - together 7500 files)with different structure, different complexity and different sizes. The transformation of the first type - in total 55 MB size - was transformed within 18 seconds!!! The transformation of the second type - in total 145 MB size - was transformed within 60 seconds!!! The transformation of the first type - in total 34 MB size - was transformed within 10 seconds!!! Kind regards ... View more

For information: I found how to use the XSLT INCLUDE command to avoid the error message above. I have to use the XSLT INCLUDE command together with an absolute path. Afterwards the XSLT transformation works correct. ... View more