Is there a SAS PROC statement that allows me to use indicator variables to create a multiple linear regression model?

Question

I am trying to find a multiple linear regression model and use numerical data as an indicator variable to tread it as qualitative data. For example, if one of the variables was "cars owned" and the responses were 1, 2, or 3, I would want to use an indicator variable.

Answer 1

You may want to have a look at the CLASS statement in PROC GLM. By placing a variable in CLASS, you instruct SAS to treat it as categorical and convert it into classification variables (that is what you call indicators). To control which level is used as a reference, use ORDER = option in PROC GLM statement (details here).