Hello good people. I am very new to SAS. I have the following sample dataset.     data have; input Permno$ date : mmddyy10. excess_ret mkt_rf SMB HML RMW CMA; format date mmddyy10.; cards; 10375 03/22/04 -0.013158 -1.42 -0.6 -0.22 0.67 -0.7 10375 03/23/04 0.000108 -0.09 0.4 0.02 0.46 -0.19 10375 03/24/04 -0.011773 -0.27 -0.18 -0.12 -0.23 0.14 10375 03/25/04 0.010224 1.68 0.56 -0.19 -1.14 0.76 10375 03/26/04 -0.014569 0 0.36 0.36 -0.12 0.2 10375 03/29/04 0.028457 1.34 0.52 -0.22 -0.27 0.27 10375 03/30/04 -0.00022 0.47 0.49 0.15 -0.12 0.13 10375 03/31/04 0.008289 0 0.22 0.22 0.4 0.02 10375 04/01/04 -0.00165 0.64 0.19 0.04 -0.45 0.14 10397 03/22/04 0.00705 -1.42 -0.6 -0.22 0.67 -0.7 10397 03/23/04 0.007475 -0.09 0.4 0.02 0.46 -0.19 10397 03/24/04 0.014368 -0.27 -0.18 -0.12 -0.23 0.14 10397 03/25/04 0.025178 1.68 0.56 -0.19 -1.14 0.76 10397 03/26/04 0.002701 0 0.36 0.36 -0.12 0.2 10397 03/29/04 -0.012705 1.34 0.52 -0.22 -0.27 0.27 10397 03/30/04 -0.020012 0.47 0.49 0.15 -0.12 0.13 10397 03/31/04 -0.009249 0 0.22 0.22 0.4 0.02 10397 04/01/04 -0.001889 0.64 0.19 0.04 -0.45 0.14 11618 03/22/04 -0.008181 -1.42 -0.6 -0.22 0.67 -0.7 11618 03/23/04 -0.001691 -0.09 0.4 0.02 0.46 -0.19 11618 03/24/04 0.002283 -0.27 -0.18 -0.12 -0.23 0.14 11618 03/25/04 0.037623 1.68 0.56 -0.19 -1.14 0.76 11618 03/26/04 -0.008995 0 0.36 0.36 -0.12 0.2 11618 03/29/04 0.020096 1.34 0.52 -0.22 -0.27 0.27 11618 03/30/04 0.008157 0.47 0.49 0.15 -0.12 0.13 11618 03/31/04 0.036101 0 0.22 0.22 0.4 0.02 11618 04/01/04 -0.031007 0.64 0.19 0.04 -0.45 0.14 ; run;   This is a small subset of my dataset. As you can see, I have multiple Permno and each Permno has multiple and equal numbers of days of observation. I am trying to run a loop in which: 1) all observations for each Permno will be extracted. 2) Then I want to run a regression for extracted Permno observations and store the coefficients in a separate table. 3) Repeat this process for the next Permno and store the coefficients in the same table.   Currently, I can extract rows and run a regression using the following codes:    data test2; set have; where Permno = "11618"; run; proc reg data=test2 noprint outest= PE2; /* save parameter estimates */ model excess_ret = MKT_RF SMB HML RMW CMA; quit;  But I want to do this in a loop/macro because I have thousands of Permno. The output for the sample dataset would look something like this:   I have made some edits to the output by myself; however, I would like it to look like the picture. I truly appreciate your kindness and support as I am going through a tough time. Thank you.   ... View more