Hi Mike,   Thank you so much. Not only you've answered the question perfectly, but I'm also pretty please with that that answer was!! ... View more

First thing you might try making the code a little simpler which will be easier read. Instead of:  proc hpforest data=Training.training_clust'||STRIP(&i)||' VARS_TO_TRY=40;   try  call execute ("proc hpforest data=Training.training_clust&i VARS_TO_TRY=40;");   In call execute is often easier to make the resolution of strings first and the call the resolved variable. You also do NOT need to make an entire proc as a single call execute statement. Since call execute stacks up code you can place partial lines as long as the result makes complete syntax. Example: data _null_; call execute ("Proc print"); call execute ("data=sashelp.class"); call execute (";"); call execute ("run;"); run; Which generally makes keeping the quote marks straight a lot easier. You can even test the code by using PUT instead of call execute to examine the generated code.     It helps with macro development to show 1) a solution that does what you want that works without any macro code, 2) indicate the pieces you want to change (if you have two worked examples it may help) 3) where the values to change would come from (data set, prompt or programmer). ... View more