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