UPDATE___________________ I was able to solve this using IML as follows: proc iml; * use this procedure for matrix operations; /* read variables from a SAS data set into a matrix */ varNames = {'M','So','Ed','Po1','Po2','LF','M_F','Pop','NW', 'U1','U2','Wealth','Ineq','Prob','Time'}; use work.eigenvectors; read all var _ALL_ into eigen_matrix[colname=varNames]; print eigen_matrix; close work.eigenvectors; use work.estimates; read all var _ALL_ into betas; print betas; close work.estimates; alphas = eigen_matrix` * betas`; *notice the transpose symbol `; print alphas; Hope this helps someone in the future since it took me a while!
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