You didn't specify the procedure, but I assume you are talking about PROC REG.
The easiest way is to output the RStudent and Predicted values and add the reference lines where you want them:
proc reg data=sashelp.cars plots=none;
model MPG_City = weight engineSize;
output out=RegOut rstudent=RStudent pred=Pred;
quit;
proc sgplot data=RegOut;
scatter x=Pred y=RStudent;
refline -3 3 / axis=Y;
yaxis grid values=(-3 to 12 by 3);
xaxis grid;
run;