After I run the macro below, it will always take around 20 min to deal with 2 or more independent variables(vlist). %macro fmreg(dvar=, vlist=, bvar=, inputdata=, outputname=); data FMRegData; set &inputdata; nmiss=nmiss(of &dvar &vlist); keep &dvar &vlist &bvar nmiss mvlag; data FMRegData; set FMRegData; where nmiss eq 0 ; run; proc sort data=FMRegData; by &bvar; run; ods select none; proc glm data=FMRegData; ods output ParameterEstimates=Parm(drop=Dependent Probt Stderr rename=(Parameter=Variable)) fitstatistics=fitstatistics; by &bvar; model &dvar=&vlist / solution; weight mvlag; run; quit; %WINSORIZE ( INSET=Parm , OUTSET= Parm , SORTVAR= Variable ,VARS= Estimate ,PERC1= 10,TRIM=0); proc summary data=Parm nway; class Variable; output out=Parm2(drop=_type_ rename=(_freq_=N)) mean(Estimate TValue)=estimates MeanT Std(Estimate)=STD; run; data clus2dstats2(rename=(PARAM=estimates)); set Parm2; tstat=(estimates*sqrt(N-1))/Std; if abs(tstat) ge 1.645 then p='* '; if abs(tstat) ge 1.960 then p='** '; if abs(tstat) ge 2.576 then p='***'; est=put(estimates, 12.7); param=est; PARAM=compress(est||p); drop estimates; run; data coeff; set clus2dstats2(keep=variable estimates); run; data tstat(drop=tstat rename=(tstat2=estimates)); set clus2dstats2(keep=variable tstat); tstat2=put(tstat, 12.3); tstat2=compress('('||tstat2||')')/*('('||left(tstat2)||')')*/; run; proc summary data=fitstatistics nway; output out=FFFit(drop=_type_ _freq_) mean(RSquare)=Result; run; data FFIT2(keep=Variable Estimates); retain Variable; set FFFIT; Variable='RSQ'; Result=Result*100; nvalue2=put(Result,12.7); estimates=left(nvalue2); run; data both(rename=(Estimates=Est_&outputname)); set coeff tstat FFIT2; run; proc sort data=both out=both_&outputname; by Variable; run; %mend fmreg;
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