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;