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;