The same as we did in correlation analysis, say we wish to look at the relationship between engine displacement (displ) and highway mpg (hwy); in other words, predicting hwy from displ using mpg data file.
proc reg data = mpg; model hwy = displ / stb; run; quit;
We see that the relationship between hwy and displ is positive (.19451) and based on the p-value (<.0001), we conclude this relationship is statistically significant. Hence, there is a statistically significant positive linear relationship between engine displacement and highway mpg.
SAS also provide several plots for diagnosing the model fit, which is very sweet.