Date:         Wed, 24 Dec 2008 13:11:16 -0600
Reply-To:     ST <sheepsas@GMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         ST <sheepsas@GMAIL.COM>
Subject:      How to save the slope of a regression model to a dataset?
Content-Type: text/plain; charset=ISO-8859-1

Hi there,

I have a dataset which has 10000 observations. For each obs, I want to
create a regression model (based on variable x and y in the dataset) using
previous 20 observations and save the estimated slope as a new variable in
the dataset. Totally, I will have 9980 slopes.

Can someone show me how to do this efficiently?

Many thanks,

Hu