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Often, in preliminary analysis, I want to run simple regressions and have printed output that isn't the reams and reams of inessential statistics that SAS produces when I run proc reg. To do this, I use the following macro:

%macro regme(inds, depvar, indvars, subt);

    proc reg data=&inds;
        model &depvar = &indvars;
        ods select ParameterEstimates;
	title ``&subt'';


And now I can write, for instance,

%regme(crsp.msf, ret, retx, Regression of return on return without dividends);

which produces the beautifully simple output

    Regression of return on return without dividends  
  Obs    Variable        Estimate     tValue     Probt
   1     Intercept        0.00192     467.15    <.0001
   2     RETX             0.99877    41951.9    <.0001
which is all I am really interested in anyway.


Andre de Souza 2012-11-19