Follow PaigeMiller's advice, but also use the TABLEOUT OUTEST= option on the PROC REG statement:
proc reg data=have TABLEOUT outest=RegOut;
...
quit;
The dataset RegOut contains the parameter estimates, standard errors, p-values, and 95% CIs. Here is an example:
proc sort data=sashelp.class out=Have;
by sex;
run;
proc reg data=have outest=RegOut TABLEOUT plots=none;
by sex;
model height = weight;
run;
quit;
proc print data=RegOut;
var Sex _TYPE_ Intercept Weight;
run;
/* to output only some statistics, use a WHERE clause */
proc print data=RegOut;
where _TYPE_="PARMS";
var Sex _TYPE_ Intercept Weight;
run;
... View more
