Next, specify the linear regression model with a MODEL statement. The MODEL statement in PROC TSCSREG is specified like the MODEL statement in other SAS regression procedures: the dependent variable ...

How do we know if a regression model is bogus? Recall that an important assumption of the linear regression model is that the errors (residuals) are normally distributed.

Stepwise regression involves selection of independent variables to use in a model based on an iterative process of adding or removing variables.