In reply to Caitlyn.

That's an interesting application, but if you have a single covariance matrix, there is no need to use a block structure. Use the RANDNORMAL function as shown in this example of how to generate samples from the multivariate normal distribution.

Maybe I don't understand your model, but in general there is nothing inefficient about using the BY statement (although no need to list Sim_ID on the CLASS stmt). It sounds like you are following the advice I frequently give on how to simulate data efficiently in SAS.

For details and many examples of using simulation for regression modeling, see Chapters 11-12 of Simulating Data with SAS.