If it can be of some inspiration, run the following simulation : data have; do x = 0 to 10 by 0.1;      y = x + 0.7*max(0, x - 5) + rannor(1234);      output;      end; run; proc sgplot data=have; scatter x=x y=y; series x=x y=x; run; %let break_X=5; data tmp; set have; xp = max(0, x - &break_X); run; proc reg data=tmp; model y = x xp; run; The xp term in the model tests the difference in slopes. PG ... View more