There are two main procedures you will want to learn for working with general linear models in SAS: proc reg and proc glm. In addition there are quite a few other procs that provide specialized analyses of linear models.

As a first example, consider the class data set. To predict kids weight based on their height would look like this:

proc reg data=sashelp.class;
    model weight = height;
run;
 
                                                                           
 
                             The REG Procedure
                               Model: MODEL1
                        Dependent Variable: Weight 

                  Number of Observations Read          19
                  Number of Observations Used          19

                           Analysis of Variance
 
                                   Sum of          Mean
 Source                  DF       Squares        Square   F Value   Pr > F

 Model                    1    7193.24912    7193.24912     57.08   <.0001
 Error                   17    2142.48772     126.02869                   
 Corrected Total         18    9335.73684                                 

           Root MSE             11.22625    R-Square     0.7705
           Dependent Mean      100.02632    Adj R-Sq     0.7570
           Coeff Var            11.22330                       

                           Parameter Estimates
 
                        Parameter       Standard
   Variable     DF       Estimate          Error    t Value    Pr > |t|

   Intercept     1     -143.02692       32.27459      -4.43      0.0004
   Height        1        3.89903        0.51609       7.55      <.0001