PROC GLMSELECT DATA = Training TESTDATA = Test;
    class Dummy1 Dummy2 Dummy3;
    MODEL
        ln_Something =
        ln_X
        ln_Y
        Dummy1
        Dummy2
        Dummy3 / selection = none stb showpvalues;
    ods output
    "Fit Statistics" = WORK.Model_Fit
    "Parameter Estimates" = WORK.ParameterEstimates
    Nobs = WORK.Nobs;
RUN;

Label1  cValue1 nValue1
Root MSE    0.91502 0.915016
Dependent Mean  -2.0086 -2.008598
R-Square    0.4582  0.458175
Adj R-Sq    0.4384  0.43836
AIC 10036   10036
AICC    10067   10067
SBC 1377.35593  1377.35593
ASE (Train) 0.80765 0.807647
ASE (Test)  1.35948 1.359478

DataSource  Label   N   NObsRead
Analysis    Number of Observations Read 748 748
Analysis    Number of Observations Used 748 748
Analysis    Number of Observations Used for Training    748 748
Test    Number of Observations Read 187 187
Test    Number of Observations Used 33  187

Number of Observations Read > Number of Observations