PROC GLM vs. PROC REG with categorical predictor

[tam_el]

I confused between PROC GLM and REG, I read about the difference but still don't have the ability to answer a question like:

Q: A linear model has the following characteristics:
- A dependent variable (y)
- Three continuous predictor variables (x1-x3)
- One categorical predictor variable (c1with 3 levels)

Which SAS program fits this model?

My answer is C, but I the right answer is D. Why?

[PeterClemmensen · Accepted solution]

Because, as you can see from the Syntax page of the PROC REG Documentation, PROC REG does not support a class statement.

[tam_el]

Thank you, Understood now, I should explicitly create a dummy variable for categorical predictor before applying PROC REG.

[PaigeMiller]

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@tam_el wrote:
Thank you, Understood now, I should explicitly create a dummy variable for categorical predictor before applying PROC REG.

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No.

You should use PROC GLM. Much simpler, you do not have to create dummy variables when you use PROC GLM, and you get the exact same answer as if you created the dummy variable and then ran PROC REG.