When to use Proc reg and when to use proc glm

[AdityaKir]

Hello,

I am a bit confused about when to use proc reg and when to use proc glm. I want to find out the factors effecting Exists.

Below is my data table

Bounces	Exits	Continent	Sourcegroup	Timeinpage	Uniquepageviews	Visits	BouncesNew
0	0	OC	(direct)	18	1	0	0
0	0	N.America	(direct)	4	1	0	0
0	0	N.America	Others	35	1	0	0
0	0	N.America	public.tableausoftware.com	70	1	0	0
0	0	N.America	public.tableausoftware.com	81	1	0	0
0	0	N.America	public.tableausoftware.com	75	1	0	0
0	0	N.America	public.tableausoftware.com	186	1	0	0
0	0	N.America	(direct)	710	1	0	0
0	0	OC	(direct)	712	1	1	0
0	0	AS	Others	344	1	1	0
0	0	EU	Others	27	1	1	0
0	0	EU	visualisingdata.com	0	1	1	0
0	0	N.America	Others	294	1	1	0
0	0	N.America	public.tableausoftware.com	111	1	1	0
0	0	SA	(direct)	1430	1	1	0
0	0	N.America	(direct)	29	1	1	0
0	0	N.America	Others	637	1	1	0
0	0	N.America	google	10	1	1	0
0	0	N.America	google	42	2	1	0

Thanks and regards,

Aditya

[Reeza]

What values does exits take on? 0/1?

PROC GLM does most of what PROC REG does. There was a comparison a short while ago here:

https://communities.sas.com/t5/SAS-Statistical-Procedures/HAS-PROC-REG-been-out-of-date/m-p/285418#M...

If your variable takes on the values 0/1 you shouldn't be using PROC REG - use PROC LOGISTIC or GLM. Since you have mostly categorical data, you can also do as already suggested by @Ksharp and use CATMOD.

[Reeza]

If you're new to SAS and statistics, the first SAS Statistics course, which covers regression and analysis is free here, bottom left corner. 

http://support.sas.com/training/tutorial/

[Ksharp]

proc reg only is suited for continuous variable.
proc glm can handle both continuous and category variables.

If EXISTS has only two value 0 and 1, then Logistic Regression (proc logistic , proc catmod .... )
or decision tree (proc hpsplit) is a good choice .