Hi Reeza. I have tried with the variable year since i have data for 2010-2017 and the value is numeric i had som terrible results: My goal is to create a SUR estimation model assuming equal coefficient across time periods. %let yvar=COPD; %let xvars=Healthexpenditure Share_18_66 Share67_ Healthcosts Healthcosts_cofinancing Costelderlyadults Incomefromtaxes Costsports Socioeconomicindex Vocationaleducation Furthereducation Westerns Nonwesterns Dailysmokers Heavysmokers Physicalactivity Unhealthydiet Alcohol Familycontact; %let wset=wnykom94; %let datset=final; %let region=Kkode; %let time=year; libname wcat '/folders/myfolders/sasuser.v94'; data set1; set work.&datset; data sety; set set1; by year;if first.year; yearch=put(year,4.); proc iml; print 'SUR model, assuming equal coefficients across time periods',,; use set1; yname={&yvar}; read all var yname into y; xname={&xvars}; incxname={'Constant'}||xname; read all var xname into x0; use sety; read all var {'year'} into year; read all var {'yearch'} into yearch; use wcat.&wset; read all var _NUM_ into w; n=ncol(w); do i=1 to n; w[i,]=w[i,]/sum(w[i,]); end; n=nrow(w); nt=nrow(y); t=nt/n; xc=j(nt,1,1)||x0; k=ncol(xc); tk=t*k; ***********OLS estimation assuming common coefficients**************; bols=inv(t(xc)*xc)*t(xc)*y; e=y-xc*bols; ***SUR estimate assuming time-specific coefficients***************; b=bols; goon=1; iter=0;maxiter=1000; do while (goon=1); sigma=j(t,t,0); do i=1 to t; do j=i to t; s=t(e[(i-1)*n+1:i*n])*e[(j-1)*n+1:j*n]/n; sigma[i,j]=s; sigma[j,i]=s; end; end; sigmai=inv(sigma); kc=ncol(xc); del1=j(kc,kc,0); del2=j(kc,1,0); do i=1 to t; do j=1 to t; del1=del1+sigmai[i,j]*t(xc[(i-1)*n+1:i*n,])*xc[(j-1)*n+1:j*n,]; del2=del2+sigmai[i,j]*t(xc[(i-1)*n+1:i*n,])*y[(j-1)*n+1:j*n,]; end; end; del1=inv(del1); V=del1; b1=del1*del2; e=y-xc*b1; dif=max(abs(b-b1));iter=iter+1; b=b1; if (dif<0.0001 | iter>maxiter) then goon=0; end; print iter dif; vsur=v; bsur=b; ypred=xc*bsur; predset=y||ypred; create predset from predset[colname={'y' 'ypred'}];append from predset; stdbsur=sqrt(vecdiag(Vsur)); tsur=bsur/stdbsur; esur=y-xc*bsur; psur=2*(1-probnorm(abs(tsur))); resultsur= bsur||stdbsur||psur; resultsurname={'Estimate' 'std' 'p-value'}; resultsur=round(resultsur*1000)/1000; print 'SUR estimation results',,yname,, resultsur[rowname=incxname colname=resultsurname];
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