Hello,   I have a sample including the variables of Return, Earnings and Size from 1980 to 2015. I want to remove (delete) the higher and lower 1% of each variable's observations each year using SAS 9.4. however, I am not sure about the codes I should use.   can you please help me?   thanks in advance ... View more

hello,   I am using a macro to conduct regression analysis using sas 9.4. the goal is to have results for every firm-year, here is the program:   %* run regression for each subsample by cusip and store estimation in a file with year identifier.; proc reg data=one outest =two noprint ; by cusip; model dependent_var = independent1 independent2; run;   data out_&fyear.; set two; fyear=&fyear.; run;   %mend;     my question is how can I have the number of observation in the outest file (two)?   i used EDF command but it gives me the number of regressors in the model not the number of observations regressed.   thank you in advance ... View more