I've been having a problem with a macro that I have programmed. The macro
is designed to perform 1000 regressions using a DO loop. From each
regression, the data I need is provided by the options COVOUT and OUTEST =
dataset. The data is then appended into a larger data set. The problem is
that I need to identify each regression with a unique identifier. I am
attempting to do this with the label portion of the model statement for proc
reg (e.g label: MODEL y = x;), because the label shows up as the variable
_MODEL_ in OUTEST. Because the DO loop has the variable "i" that steps
from 1-1000, I thought I would try putting that as the label. I have tried
doing " &i : MODEL y =x; " and " ('Regress' || &i) : MODEL y=x;). I have
also tried defining a variable earlier in the loop and then using that
variable as the label (e.g. ... modellabel = ('Regress' || &i);......
modellabel : MODEL y=x; ....). Can anyone give me some advice as how to
make this work?