Add Casewise Regression Estimatest to the Data

* QUESTION: How can I add casewise regression parameters to the data file.
* ANSWER by rlevesque@videotron.ca posted to SPSSX-L.

* Define dummy data file for illustration purposes (here I assume there are 5 cases).
INPUT PROGRAM.
LOOP id=1 TO 5.
VECTOR drink(6F8.0).
LOOP #time=1 TO 6.
COMPUTE drink(#time)=RND( UNIFORM(9)).
END LOOP.
END CASE.
END LOOP.
END FILE.
END INPUT PROGRAM.
LIST.
SAVE OUTFILE='c:\\temp\\mydata.sav'.

*Next line prints the macro expansion in the output window.
SET MPRINT=yes.

* Start the job.
STRING newname(A8).
* Next line works provided there are less than 10,000,000 cases.
COMPUTE newname=CONCAT('v',LTRIM(STRING($CASENUM,F7.0))).
FLIP /newnames=newname.

* Define the 2 IVs and the selecvar in order to skip the ID line.
COMPUTE time1 = $casenum-1.
COMPUTE selecvar=time1>0.
COMPUTE time2 = time1**2.


*//////////////////////////////////////////////.
DEFINE !doit(nbvar=!TOKENS(1))

* Save the regression parameters of each case in a separate file.
!DO !cnt=1 !TO !nbvar
REGRESSION
  /SELECT= selecvar EQ 1
  /MISSING LISTWISE
  /STATISTICS COEFF OUTS R ANOVA
  /CRITERIA=PIN(.05) POUT(.10)
  /NOORIGIN
  /DEPENDENT !CONCAT('v',!cnt)
  /METHOD=ENTER time1 time2
  /OUTFILE=COVB( !QUOTE(!CONCAT('C:\\temp\\param',!cnt,'.sav'))) .
!DOEND

* Get all parameters in the same file; keep only the parameters estimates..
GET FILE= 'C:\\temp\\param1.sav'.
!DO !cnt=2 !TO !nbvar
ADD FILES FILE=* /FILE=!QUOTE(!CONCAT('C:\\temp\\param',!cnt,'.sav')) .
!DOEND
SELECT IF RTRIM(rowtype_)="EST".

* then add them to the original data file.
MATCH FILES /FILE=*
 /RENAME (depvar_ rowtype_ varname_ = d0 d1 d2)
 /FILE='C:\\Temp\\mydata.sav'
 /DROP= d0 d1 d2.
EXECUTE.
!ENDDEFINE.
*//////////////////////////////////////////////.


**** Call macro (replace the 5 by the number of cases you have in your file).
**** (This step could be automated if necessary).
!doit nbvar=5.