@Tobiasp94 wrote: Seemingly unrelated regression.
You don't have to program this yourself in PROC IML in SAS.
Here's a hint: type SAS seemingly unrelated regression into any search engine. It's already been programmed into SAS, so you don't have to write IML code to do this.
Apparently, you will need dummy variables since there is no CLASS statement for this modeling procedure. Dummy variables are easily created by PROC GLMMOD, and by several other procedures in SAS. Examples are at the links.
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