1ods listing close; 2proc reg data=work.funda edf outest=work.params; 3 /* industry-year regression */ 4 by fyear sic2; 5 /* id is necessary for later matching Jackknifed coefficients to firm-year */ 6 id key; 7 /* Jones Model */ 8 Jones: model tac = inv_at_l drev ppe / noint influence i; 9 /* Kothari Model with ROA */ 10 Kothari: model tac = inv_at_l drevadj ppe roa / noint influence i; 11 ods output OutputStatistics=work.outstats InvXPX=work.xpxinv; 12run; 13ods listing;