SAS_How to call a cumulative concat in array

I encounter a need to perform the following action but I am not sure how to achieve this.

I have a table with variables I need to perform regression and the table looks like

Colummn name | Y | X1 | X2 | X3 | ....| X10 |

Row 1 __________ | - | ---  | ---  | ---  | ....| ---   |

Row 2 __________       | - | ---  | ---  | ---  | ....| ---   |

I want to run 10 regressions and compare the adjusted R Squared of each model, with the regression code being:

proc reg data = table outest = out_table;
model modelN /adjrsq;
run;quit;

In the 10 models, the Y variable remains unchanged, with the X variable to increase by 1 each time:

Model1: Y = X1;

Model2: Y = X1 +X2

Model3: Y = X1+ X2 +X3

.....

Model10: Y = X1+X2+X3+....+X10

I want to write a DO i = 1 to 10 to perform the task for simplicity and convenience. The final output could be 10 out_tables from the PROC REG codes. However, I don't know how to refer to the dependent variable in the loop. Could anybody help with this issue? Thanks!

Solution

If your x variables are named x1, x2, x3, etc., you can use the - shortcut to select them in order.

%macro model(n);
    %do i = 1 %to &n;
        model&i: model y=x1-x&i /adjrsq;
    %end;
%mend;

proc reg data=have outest=out_table;
    %model(10);
run;

If the variables are not sequentially named, you'll have to do a little extra prep code. In this case, we'll read all the input variables from a pipe-separated list and use -- instead. -- selects all columns between two columns that you specify, including those two columns. e.g. foo--bar would select foo, bar, and all variables in-between foo and bar.

/* Create a pipe-separated list of all input variables, making sure to
   exclude the dependent variable */
proc sql noprint;
    select name
    into :varlist separated by '|'
    from dictionary.columns
    where    memname = 'HAVE' 
         AND libname = 'WORK'
         AND name NE 'Y'
    order by varnum
    ;
quit;

%macro model(n);
    %do i = 1 %to &n;
        model&i: model y=%scan(&varlist, 1, |)--%scan(&varlist, &i, |) /adjrsq;
    %end;
%mend;

proc reg data=have outest=out_table;
    %model(10);
run;