How to create a sliced fit plot in SAS

I previously showed an easy way to visualize a regression model that has several continuous explanatory variables: use the SLICEFIT option in the EFFECTPLOT statement in SAS to create a sliced fit plot. The EFFECTPLOT statement is directly supported by the syntax of the GENMOD, LOGISTIC, and ORTHOREG procedures in SAS/STAT. Most parametric regression procedures in SAS (GLM, GLIMMIX, MIXED, ...) support the STORE statement, which enables you to save a representation of the model in a SAS item store. The following program creates sample data for 500 patients in a medical study. The call to PROC GLM fits a linear regression model that predicts the level of cholesterol from five explanatory variables.