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