%MACRO sim(lam,n=100,nsim=100,nvar=20);
	%LET RHS = ;
	%DO i = 1 %TO &nvar;
	  %LET RHS = &RHS X&i;
	%END;
	%DO i = 1 %TO &nvar;
	  %LET beta&i = 0;
	%END;
	%let beta1=1;
	%let beta2=2;
	%let beta10=5;
	%LET FITS = ;
	%DO i = 1 %TO ≁
	  %LET FITS = &FITS FIT&i;
	%END;

	%DO m = 1 %TO ≁
		DATA ds;
		  DO i=1 TO &n;
		    %DO j=1 %TO &nvar;
		      X&j = RANUNI(0);
		    %END;
		    y = 1*X1 + 2*X2 + 5*X10 + RANNOR(0);
		    OUTPUT;
		  END;
		  DROP i;
		RUN;
		PROC REG data=ds ridge=&lam OUTEST=FIT&m NOPRINT;
		  MODEL y = &RHS;
		RUN;
		QUIT;
	%END;

	DATA results;
	  SET &FITS;
	RUN;

	PROC SORT DATA=results;
	  BY _TYPE_;
	RUN;

	%LET mean = ;
	%LET var = ;
	%DO i = 1 %TO &nvar;
	  %LET mean = &mean mean&i;
	  %LET var = &var var&i;
	%END;
	PROC UNIVARIATE DATA=RESULTS NOPRINT;
	  BY _TYPE_;
	  OUTPUT OUT=summ1 mean=&mean var=&var;
	  VAR &RHS;
	RUN;
	DATA summ2;
	  SET summ1;
	  %DO i=1 %TO &nvar;
 	    Bias&i = Mean&i - &&Beta&i;
	    BiasSq&i = Bias&i**2;
	  %END;
	  TotalBias = Sum(of BiasSq:);
	  TotalVar = Sum(of Var:);
	  MSE = TotalBias + TotalVar;
	  KEEP _TYPE_ TotalBias TotalVar MSE;
	RUN;
%MEND;

%sim(0.1);
PROC PRINT DATA=Summ2;
RUN;