/*  One of the beauties of likelihood-based methods is that they give you a way to incorporate all the data, without worrying about missing cases.  I have created a data file "grunf_fake.txt" (SAS file here) out of the  grunfeld investment data that has many missing values.  Still, we wish to perform SUR analysis on the data, while incorporating all of the cases.  The following file does this.  */

* File for SUR using PROC MIXED * ;
options ls=80;

Proc sort data=isqs5349.grun_fake out=sorted;  /* Only needed to show the cross-sectional blocks */
    by year;  run;

Proc print;
    title "Cross-Sectional Blocks of Data";
run;

proc mixed order=data data=sorted;
    title "SUR Using PROC MIXED";
    class year comp;
    model inv = comp mktval*comp cap*comp/s noint;
    repeated comp/subject=year type=un r=1,2,3,21,22,23 ;
run;