BY
variables ;
You can specify a BY statement in PROC REG to obtain separate analyses of observations in groups that are defined by the BY variables. When a BY statement appears, PROC REG expects the input data set to be sorted in order of the BY variables. If you specify more than one BY statement, only the last one specified is used.
If your input data set is not sorted in ascending order, use one of the following alternatives:
Sort the data by using the SORT procedure and a similar BY statement.
Specify the NOTSORTED or DESCENDING option in the BY statement for the REG procedure. The NOTSORTED option does not mean that the data are unsorted but rather that the data are arranged in groups (according to values of the BY variables) and that these groups are not necessarily in alphabetical or increasing numeric order.
Create an index on the BY variables by using the DATASETS procedure (in Base SAS software).
When a BY statement is used with PROC REG, interactive processing is not possible; that is, once the first RUN statement is encountered, processing proceeds for each BY group in the data set, and no further statements are accepted by the procedure. A BY statement that appears after the first RUN statement is ignored.
For more information about BY-group processing, see SAS Language Reference: Concepts. For more information about the DATASETS procedure, see Base SAS Procedures Guide.