Is there a way in SAS to compare two regression models using ANOVA. What i want to replicate is - in R if i have 2 models - model1 & model2 i can directly run anova(model1, model2) to find if there is a significant difference between the two.
Is there a way to do the same in SAS.
No, because SAS doesn't store models that way. However, you can run each model (in PROC GLM or whatever) and then compare the results. You can get some of this by looking at the different "types" of error, too.