data test;
input y x1 x2 x3;
cards;
10 1 2 11
20 3 3 13
30 6 4 14
40 8 5 16
;
%macro myreg(n);
%do i = 1 %to &n;
proc reg data=test outest=y&i;
model y=x&i;
run;
%end;
data all;
set y1-y&n;
by _model_;
keep intercept x1-x&n;
%mend;
%myreg(3);
proc print data=all;
run;