Hello.
In PROC GLM (as well as other modelling procedures), the * sign does not mean "multiply" (as I think you thought) but "cross". X2*X3 is cross-effect for X2 and X3, which means groups defined by values of BOTH X2 and X3, and not groups for X2 on one hand, and groups for X3 on another hand.
Imagine you have a study of respiratory capacity (lung volume or something like that) recorded for patients, some of whom are smokers, other non-smokers ; some are men, other women.
When you just test the SEX effect, you will know if lung volume is different for men and women (it usually is). When you just test the SMOKE_HABIT effect, you will know if smoking decreases the lung capacity, regardless of sex.
What you test when considering the SEX*SMOKE_HABIT is if among women and men taken separately, smoking alters the respiratory capacity.
I hope it is clear enough for you.
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