Typically this would only be done via PROC GLM and not REG. That is, if I understand the problem properly, where "to [sic] groups" indicates a classification variable is used as the independent (or predictor, or X) variable, such as groups like "male" and "female".
If your comparison between two groups involves a single variable, use proc glm. Regression is for looking at the relationship between different variables.
Comparing the weights of men and women : proc glm
Looking at the relationship between weight and height : regression (proc reg)
In SAS, there are also many other procedures for addressing both these tasks.
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Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.
Find more tutorials on the SAS Users YouTube channel.