Fortran must die
PROC GLM is able to do more with categorical predictor variables than PROC REG (which lacks a class statement). But many assumption diagnostics exist in PROC REG that do not as best I can tell in PROC GLM.

So my question is can you specify a model in PROC GLM with dummy variables and then specify the same model in PROC REG, using the parameter estimates from PROC GLM and the diagnostic tools in PROC REG.

I have doubt this works, because PROC GLM treats dummy variables as dummy variables and PROC REG treats them as (I think) an interval variable with two levels.


Omega Contributor
I think they both kick out the exact same coefficient estimates. I think glm has more options then you think (isn't there a diagnostic ods graphics). There is also glmselect, which is supposed to be there cadillac.