Using the data set SASHELP.Heart, run a regression with Weight as the dependent variable and
Cholesterol, Systolic, and Sex as the predictor variables. Include a panel of diagnostic plots.
Because this data set is over 5,000 observations, be sure to increase the default value of 5,000
for the number of data points to plot. Approximately how much lighter is a female than a male
with same systolic blood pressure and cholesterol?

So I am not sure how to get sex to be set as a predictor variable to be able to get the graphs needed and to answer the question at the end above.