If you are using PROC REG for simple linear regression, the MODEL statement has an option called INCLUDE=n that will keep the first n variables listed in the model always while doing variable selection on the rest. http://support.sas.com/documentation/cdl/en/statug/63347/HTML/default/viewer.htm#statug_reg_sect013.htm If you are willing to first determine the economic variables of interest, which sounds like you are, this option will allow you to force them into the model. ... View more