%macro GlobTest(dataset,group,ngroups,varlist,test);
/*
Inputs:
 
DATASET = Data set to be analyzed
 
GROUP   = Name of the group variable in the data set
 
NGROUPS = Number of groups in the data set
 
VARLIST = List of variable names corresponding to
          multiple endpoints
 
TEST    = OLS, GLS, MGLS or RS, for OLS test, GLS test, 
          modified GLS test or rank-sum test, respectively
*/
%if &test="RS" %then %do;
proc rank data=&dataset out=ranks;
    var &varlist;    
data comp;
    set ranks;
    array endp{*} &varlist;
    comp=0;
    do i=1 to dim(endp);
        comp=comp+endp{i};
    end;
proc mixed data=comp;
    class &group;
    model comp=&group;
    ods output tests3=pval;
data pval;
    set pval;
    format fvalue 5.2 ndf 3.0 ddf 3.0 adjp 6.4;
    ndf=numdf;
    ddf=dendf;
    adjp=probf;
    label fvalue="F-value" adjp="Global p-value";
    keep ndf ddf fvalue adjp;
%end;
%else %do;
%let m=1;
%let word=%scan(&varlist,&m);
%do %while (&word ne);
    %let m=%eval(&m+1);
    %let word=%scan(&varlist,&m);
%end;
%let m=%eval(&m-1);
data stand;
%do i=1 %to &m;
    %let var=%scan(&varlist,&i);
    proc glm data=&dataset;
        class &group;
        model &var=&group;
        ods output FitStatistics=est(keep=rootmse depmean);
    data stand;
        set stand est;
%end;
data stand;
    set stand;
    if rootmse^=.;
data _null_;
    set &dataset nobs=m;
    call symput("n",trim(put(m,5.0)));
proc corr data=&dataset outp=corr(where=(_type_="CORR")) 
    noprint;
    var &varlist;
proc iml;
    use &dataset var{&varlist};
    read all into data;
    use stand var{depmean};
    read all into mean;
    meanmat=j(nrow(data),ncol(data),1)*diag(mean);
    use stand var{rootmse};
    read all into pooledsd;
    sdmat=inv(diag(pooledsd));
    use corr var{&varlist};
    read all into r;
    stand=(data-meanmat)*sdmat;
    rinv=inv(r);
    if &test="OLS" then comp=stand*j(&m,1);
    if &test="GLS" then comp=stand*rinv*j(&m,1);
    if &test="MGLS" then comp=stand*sqrt(diag(rinv))*j(&m,1);
    create comp from comp;
    append from comp;
data comp;
    merge comp &dataset;
    comp=col1;
    drop col1;
proc mixed data=comp;
    class &group;
    model comp=&group;
    ods output tests3=pval;
data pval;
    set pval;
    format fvalue 5.2 ndf 3.0 ddf 3.0 adjp 6.4;
    ndf=&ngroups-1;
    ddf=&n-&m*&ngroups;
    adjp=1-probf(fvalue,ndf,ddf);
    label fvalue="F-value" adjp="Global p-value";
    keep ndf ddf fvalue adjp;
%end;
proc print data=pval noobs label;
    run;
%mend GlobTest;