You can look at the options under proc reg to add different statistics/values to the dataset, in this case TABLEOUT.
You can also, use the ODS table instead (ODS OUTPUT).
proc sort data=sashelp.class out=class;
by sex;
run;
proc reg data=class outest=want tableout;
by sex;
model height=weight age;
ods output parameterestimates=want2;
run;
proc print data=want;
run;
proc print data=want2;
run;
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