This 2D binning article looks indeed promosing workaround to generate a regular grid from my irregularly spaced data. This could then be combined with the G3GRID method proposed above. Note however that this is still a workaround and technically not a solution to my problem. The reason for rejecting the previous methods are that they do not answer the question: "proc GLM" provides a "fit", not an "interpolation" as requested "RSREG" provides a "fit", not an "interpolation" as requested G3GRID only works for "regular grids", not irregularily shaped data as requested "PROC MI" seems only to do missing imputation, not "interpolation" "PROC LOESS" provides a "fit", not an "interpolation" as requested "PROC KRIGE" performs krigging, with is again a "fit", not an "interpolation" as requested The closest solution to my problem I have found seems to be the "proc discrim" method, which I use to make a 1NN interpolation. The advantage is that this meets the criteria of my question: I can provide a "train" dataset of (X0, Y0, Z0) values I can easily provide new values (X, Y) and obtain the corresponding (Z) values This works for data that is not on a rectangular grid For me personally this is the most viable solution at the moment. Unfortunately this only fits the nearest point, and does not perform linear interpolation. I understand that I could write my own program in SAS to solve this issue, however that was not the question. I wanted to avoid "re-inventing the wheel" by working with the optimized SAS procedures as much as possible. My belief was that these "interpolation functionalities" would also be available in SAS since they are available in for example MATLAB, R, Python and C++ (see examples).
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