Create the output objects and view a record of them in the log. PROC REG creates the output objects.

The ODS TRACE statement writes to the SAS log a record of each output object that is created. The ODS TRACE OFF statement represses the printing of the records.

ods trace on;
proc reg data=model;
  model r33=a b r4 r8 c d e r23 r24 r29/ selection=forward
            sle=.5 maxstep=3;
  model r33=a b r4 r8 c d e r23 r24 r29/ selection=backward
            sls=0.05 maxstep=3;
run;
ods trace off;