Below is some fragment of code. I was wondering if it is outputting in the same data set the 25 regressions' parameters in 25 rows, with each column representing i.e. the t-stat, the coefficients of the regression, etc.

ods output ParameterEstimates=ParameterEstimates;

proc reg data=Factors outest=reg3 noprint; %do i=1 %to &counter;

%macro reg(yvar=, xvar=); model&i: model &yvar= &xvar;

by date;

output out=residuals&i residual=residual&i;

%mend reg;

%reg(yvar= excess_port&&byval&i, xvar= excess_mark SMB HML);

%end;

run;

/*print reg3 */ proc print data=reg3; run;