For my part, I would recommend that you file...import data, and follow the wizard's instructions.  Once the wizard has completed, it will output the infile code that you may use to import your dataset.  Copy the code, and paste it into the editor.  Modify it as needed, and save it for future use.   Patrick ... View more

Most likely the issue is with the regression steps. Perhaps there are not enough valid observations for some TICKER values to SAS to perform a regression.  You could probably output something from PROC MEANS or PROC SQL to test which TICKER values you need to exclude.   proc sql noprint; select quote(trim(ticker)) into :bad_list separated by ' ' from all group by ticker having count(*)=1 ; quit; proc reg data=all; where ticker not in (&bad_list); ... ... View more