Hi all,   I've been running proc reg (SAS 9.4) for my dataset below and it has been taking (so far) 9 hours! I just run proc reg for other variables of my same dataset and it took 3 hours... what can be wrong? (Btw, I need the outputs datasets to continue with my calculations!.   Data structure:    data:   data residual; input state herdcode cowindex calvdat residual sint cost; datalines;   FL 58210029 345 02/17/2010 34 0.39 0.92 ; run;       Proc Reg: proc reg data = residual; by state herdcode cowindex calvdat; model woodsresid = sint cost; output out=reg_resid p=residhat r=res_resid; ods output ParameterEstimates = par_resid; run;     The only categorical variable in my dataset is state.sint and cost are the values of sine and cosine, respectivelly, for the numbers 1 to 365. I have 7,000,266 rows in my dataset, and approximatelly 900,000 combinations of by group.   Can someone give an advice on how I can be more efficient in this code ? I still have 4 more variables to model!   Thanks!       ... View more