proc iml; start main; y={400, 380, 410, 350, 420, 360, 390, 390, 430, 370}; X={1 0 0 1, 1 0 0 0, 1 0 0 1, 0 1 0 0, 0 1 0 1, 0 1 0 0, 0 0 1 1, 0 0 1 0, 0 0 1 1, 0 0 1 0}; Ainv={ 2.5 .5 1 0 0 0 -1 -1 0 0 -1 0 0 0 0 0, .5 2.5 0 1 0 0 -1 0 0 -1 0 0 -1 0 0 0, 1 0 2 0 0 0 0 -1 0 0 -1 0 0 0 0 0, 0 1 0 3 .5 0 0 .5 -1 -1 0 -1 -1 0 0 0, 0 0 0 .5 1.5 0 0 0 -1 0 0 0 0 0 0 0, 0 0 0 0 0 2.5 0 .5 0 .5 0 .5 0 -1 -1 -1, -1 -1 0 0 0 0 2 0 0 0 0 0 0 0 0 0, -1 0 -1 .5 0 .5 0 3 0 0 0 -1 0 -1 0 0, 0 0 0 -1 -1 0 0 0 2 0 0 0 0 0 0 0, 0 -1 0 -1 0 .5 0 0 0 2.5 0 0 0 0 -1 0, -1 0 -1 0 0 0 0 0 0 0 2 0 0 0 0 0, 0 0 0 -1 0 .5 0 -1 0 0 0 2.5 0 0 0 -1, 0 -1 0 -1 0 0 0 0 0 0 0 0 2 0 0 0, 0 0 0 0 0 -1 0 -1 0 0 0 0 0 2 0 0, 0 0 0 0 0 -1 0 0 0 -1 0 0 0 0 2 0, 0 0 0 0 0 -1 0 0 0 0 0 -1 0 0 0 2}; Z1={ 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0, 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0, 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0, 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0, 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0, 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0, 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0, 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0, 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1}; Z2={ 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0, 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0, 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0, 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0, 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0, 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0, 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0, 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0}; P={2000 -300, -300 1200}; K=inv(P)#6500; LHS=((X`*X)||(X`*Z1)||(X`*Z2)) //((Z1`*X)||(Z1`*Z1+AINV#K[1,1])||(Z1`*Z2+AINV#K[1,2])) //((Z2`*X)||(Z2`*Z1+AINV#K[2,1])||(Z2`*Z2+AINV#K[2,2])); RHS=(X`*Y)//(Z1`*Y)//(Z2`*Y); C=INV(LHS); BU=C*RHS; print BU ; finish main; run; quit; RMSE=(Y`*Y-BU`*RHS)#(1/6); print C BU RMSE; finish main; run; quit;