Using Call randgen is much faster(seed the log below)


513  proc iml;
NOTE: IML Ready
514  seed=j(50000000,1,2);
515  x=uniform(seed);
516  y=1+2*x+normal(seed);
517  quit;
NOTE: Exiting IML.
NOTE: PROCEDURE IML used (Total process time):
      real time           6.95 seconds
      cpu time            6.88 seconds

518
519  proc iml;
NOTE: IML Ready
520  call randseed(2);
521  x=j(50000000,1);
522  e=x;
523  call randgen(x, 'uniform');
524  call randgen(e, 'normal');
525  y=1+2*x+e;
526  quit;
NOTE: Exiting IML.
NOTE: PROCEDURE IML used (Total process time):
      real time           2.90 seconds
      cpu time            2.88 seconds