See the article "An easy way to run thousands of regressions in SAS," which compares the macro loop and a BY group analysis. If you have categorical variables you will need to use PROC GLM and include a CLASS statement. If you run into trouble, start a new thread and post example data and code.   ... View more

Hi Reeza, I created these two variables before doing anything and then checked their skewness using proc univariate (histogram), I noticed that both of the newly created variables are extremely skewed. Tried to tansform these variables by taking log, square root etc. but the skewness is still there (although it minimized but did not make the variables normal). Should I go ahead and simply, cap these new variables (along with all other variables), treat missing values and do FA? If not, how should I transform these 2 variables to minimize their skewness and then cap them and then do FA? 🙂 ... View more