First, I would not categorize a continuous variable into low, medium and high without very good reason. Categorizing a continuous variable is nearly always a bad idea. See my blog post The Perils of Categorizing Continuous Variables. Second, if you really need to do this, then your continuous variable becomes a categorical one. Since it has 3 levels, it will have 2 dummy codes, not 3. Third, since PROC SURVEYREG contains a CLASS statement, you don't need to dummy code things, just put them on the CLASS statement: Finally, it's usually not a good idea to have models without an intercept.
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