The REG procedure can be used interactively. After you specify a model with a MODEL statement and run PROC REG with a RUN statement, a variety of statements can be executed without reinvoking PROC REG.

The section Interactive Analysis describes which statements can be used interactively. These interactive statements can be executed singly or in groups by following the single statement or group of statements with a RUN statement. Note that the MODEL statement can be repeated. This is an important difference from the GLM procedure, which supports only one MODEL statement.

If you use PROC REG interactively, you can end the REG procedure with a DATA step, another PROC step, an ENDSAS statement, or a QUIT statement. The syntax of the QUIT statement is

quit;

When you are using PROC REG interactively, additional RUN statements do not end PROC REG but tell the procedure to execute additional statements.

When a BY statement is used with PROC REG, interactive processing is not possible; that is, once the first RUN statement is encountered, processing proceeds for each BY group in the data set, and no further statements are accepted by the procedure.

When you use PROC REG interactively, you can fit a model, perform diagnostics, and then refit the model and perform diagnostics on the refitted model. Most of the interactive statements implicitly refit the model; for example, if you use the ADD statement to add a variable to the model, the regression equation is automatically recomputed. The two exceptions to this automatic recomputing are the PAINT and REWEIGHT statements. These two statements do not cause the model to be refitted. To refit the model, you can follow these statements either with a REFIT statement, which causes the model to be explicitly recomputed, or with another interactive statement that causes the model to be implicitly recomputed.