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From: liudapaul on 25 Sep 2009 16:30
I've been reading a SUGI paper regarding to variable reduction but
couldn't figure out one part of the code on page 6. I attach the code
below and for anyone who is interested in the paper I also attached
the link.

*--------------------------------------------------------------*
| Loop through all Numeric Variables in Data Set |
*--------------------------------------------------------------*;
%do range=1 %to &numobs %by 200;
%let upper=%eval(&range+199);

data varlist;
set &inputds._keeplist;
if &range<=_n_<=&upper ;
run;

data _null_;
set varlist NOBS=numobs end=last;
call symput(cats("var",_n_),variable);
if last then call symput("numobs",numobs);
run;

proc corr data=&inputds. OUTP=%cmpres(corr_&range._&upper) NOPRINT;
var %do j=1 %to &numobs; &&var&j %end; &dumlist;
%if %bquote(&weight) ne %then %str(weight &weight;);
RUN;

%put Output Correlation Data Set Will be Called: %cmpres
(corr_&range._&upper);

ods listing close;
data _null_;
set varlist end=last;
call execute("ods output Test ANOVA=reg_temp(KEEP=MODEL SOURCE DF MS
FVALUE PROBF
WHERE=(Source='Numerator'));");
call execute("proc REG data=%cmpres(corr_&range._&upper) ;");
call execute(variable||": model "||variable||"=&dumlist ;");
call execute("test &dumlist_comma;");
call execute("RUN;");
call execute("quit;");
call execute("ods output close;");

IF EXIST("WORK.REG_TEMP") THEN DO;
call execute("Proc APPEND base=%cmpres(work.reg_total_&out_suffix)
data=reg_temp(drop=source) force;");
call execute("run;");
END;
RUN;
%end;

my question is what's the idea behind using a correlation matrix as
input of a regression?

Link to the paper:
http://www2.sas.com/proceedings/forum2007/081-2007.pdf
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