Sometimes it is better to put variables into a CLASS statement when it may be the case that nonlinearities are hiding in there someplace.  For instance, suppose you had 3 levels of a treatment, plus a control, and for further fun, let's suppose that the treatment is a fertilizer and you are measuring plant growth.  Now suppose the response, in some units, are   Control        1 Low rate     1.5 Med rate     4 High rate     2   If you fit this as a continuous, linear response, you are going to miss the fact that the high dose actually brings down the response.  You can try quadratic and cubic functions, but it is just a lot easier to be semi-parametric, and look at this as a categorical variable.  Then with the LSMESTIMATE statement, you could fit polynomial coefficients, if that is what you are interested in.  It seems to me to be a lot easier to go that way.   Steve Denham ... View more