谢谢各位大人了。

proc pls data=sasuser.bbb nfac=4;
model Y1 Y2 Y3 = X1 X2 X3 X4;
run;

proc pls data=sasuser.bbb nfac=10 cv=testset(sasuser.bbb)
cvtest(stat=press seed=1234);
model Y1 Y2 Y3 = X1 X2 X3 X4;
run;

ods listing close;
ods output PercentVariation = pctvar
XWeights = xweights
CenScaleParms = solution;
proc pls data=sasuser.bbb nfac=4 details;
model Y1 Y2 Y3 = X1 X2 X3 X4 / solution;
run;
ods listing;

把变量改一下就可以啦，我也是刚学的，应该是正确的

proc pls data=sasuser.bbb nfac=4;
model Y1 Y2 Y3 = X1 X2 X3 X4;
run;

proc pls data=sasuser.bbb nfac=10 cv=testset(sasuser.bbb)
cvtest(stat=press seed=1234);
model Y1 Y2 Y3 = X1 X2 X3 X4;
run;

ods listing;

生成X、Y、参数估计的程序
ods listing close;
ods output PercentVariation = pctvar
XWeights = xweights
CenScaleParms = solution;
proc pls data=sasuser.bbb nfac=4 details;
model Y1 Y2 Y3 = X1 X2 X3 X4 / solution;
run;
ods listing;
换一下变量名称就行了，我也是刚学，是正确的