SAS PROC GLM in a loop - sas

Question

I tried to run PROC GLM in a loop, because I have many models (different combinations of dependent and independent variables), and it’s very time consuming to run them one by one. But log error indicates only one MODEL statement allowed in PROC GLM, so any solutions for this?
my code looks like as below
data old;
input year A1 A2 A3 A4 B C D;
datalines;
2000 22 22 30 37 4 13 14
2000 37 29 31 38 6 16 12
2000 42 29 34 37 3 15 15
2000 28 28 27 35 10 13 15
2000 33 22 37 40 9 12 15
2000 22 29 26 40 3 11 15
2000 37 20 32 40 6 12 13
2001 44 22 33 35 7 20 12
2001 33 20 26 40 6 13 15
2001 32 30 37 35 1 12 13
2001 44 25 31 39 4 20 14
2001 25 30 37 38 4 20 10
2001 43 21 35 38 6 11 10
2001 25 23 34 37 5 17 11
2001 45 30 35 37 1 13 14
2001 48 24 36 39 2 13 15
2001 25 24 35 40 9 16 11
2002 38 26 33 35 2 14 10
2002 29 24 35 36 1 16 13
2002 34 28 32 35 9 16 11
2002 45 26 29 35 9 19 10
2002 26 22 38 35 1 14 12
2002 20 26 26 39 8 17 10
2002 33 20 35 37 9 18 12
;
run;
%macro regression (in, YLIST,XLIST);
%local NYLIST;
%let NYLIST=%sysfunc(countw(&YLIST));
ods tagsets.ExcelXP path='D:\REG' file='Regression.xls';
Proc GLM data=∈ class year;
%do i=1 %to &NYLIST;
Model %scan(&YLIST,&i)=%scan(&XLIST,1) %scan(&XLIST,2)/ solution;
Model %scan(&YLIST,&i)=%scan(&XLIST,1) %scan(&XLIST,2)/ solution;
Model %scan(&YLIST,&i)=%scan(&XLIST,1) %scan(&XLIST,2)/ solution;
%end;
%do i=2 %to &NYLIST;
Model %scan(&YLIST,&i)=%scan(&XLIST,1) %scan(&XLIST,2) %scan(&XLIST,3)/ solution;
Model %scan(&YLIST,&i)=%scan(&XLIST,1) %scan(&XLIST,2) %scan(&XLIST,3)/ solution;
Model %scan(&YLIST,&i)=%scan(&XLIST,1) %scan(&XLIST,2) %scan(&XLIST,3)/ solution;
%end;
run;
ods tagsets.excelxp close;
%mend regression;
options mprint;
%regression
(in=old
,YLIST= A1 A2 A3 A4
,XLIST= B C D);
/*potential solutions*/
%macro regression(data,y,x1,x2,x3);
proc glm data=&data;
class year;
model &y=&x1 &x2 &x3/solution;
run;
%mend regression;
%macro sql (mydataset,y,x1,x2,x3);
proc sql noprint;
select cats('%regression(&mydataset,',&y,',',&x1,',',&x2,',',&x3,')')
into :calllist separated by ' ' from &mydataset;
quit;
&calllist.;
%mend sql;
%sql
(mydataset=old
,y=A1
,X1=B
,X2=C
,X3=D);

Answer 1

You should do this in two steps. One is a macro that contains one instance of PROC GLM:
%macro regression(data,y,x1,x2,x3);
proc glm data=&data;
class year;
model &y &x1 &x2 &x3/solution;
run;
%mend regression;
And then call that macro from something else, either a macro with the looping elements, or better, from a dataset that contains your y/x1/x2/x3 as columns (one row per model statement) using call execute or proc sql select into methods. For example, with a data set modeldata containing the y/x values for your model:
proc sql noprint;
select cats('%regression(mydataset,',y,',',x1,',',x2,',',x3,')') into :calllist separated by ' ' from modeldata;
quit;
&calllist.;
Or similar.