The documentation for PROC REG states:   Note: The information stored by the STORE statement in PROC REG is a subset of what is usually stored by other procedures that implement this statement. In particular, PROC REG stores only the estimated parameters of the model, so that you can later use the CODE statement in PROC PLM to write SAS DATA step code for prediction to a file or catalog entry. With only this subset of information, many other postprocessing features of PROC PLM are not available for item stores that are created by PROC REG.   So, yes, it appears that your assumption is correct. ... View more