data anscombe;
  input set x y;
  cards;
1 9.9915374914 8.04
1 7.9970766529 6.95
1 13.025049202 7.58
1 8.9962624094 8.81
1 10.993954952 8.33
1 14.002129961 9.96
1 5.9973384597 7.24
1 4.0049059265 4.26
1 12.006247227 10.84
1 7.0029425145 4.82
1 5.0068786741 5.68
2 9.9818913546 9.14
2 8.0061063519 8.14
2 12.994942973 8.74
2 8.9787505152 8.77
2 11.000911976 9.26
2 13.974508468 8.1
2 5.9759214004 6.13
2 4.0139720441 3.1
2 12.000396391 9.13
2 6.9984227441 7.26
2 5.0037067232 4.74
3 10.003710589 7.46
3 8.0007401286 6.77
3 13.002322711 12.74
3 9.0074198952 7.11
3 11.013992463 7.81
3 14.01712603 8.84
3 6.0038571201 6.08
3 3.9795706367 5.39
3 11.999699396 8.15
3 6.9901001631 6.42
3 5.0131414968 5.73
4 7.9888845182 6.58
4 7.9994181791 5.76
4 7.9974345902 7.71
4 7.9991167862 8.84
4 8.0024636309 8.47
4 8.0109426831 7.04
4 8.0009609324 5.25
4 8.0081975831 5.56
4 7.9989791996 7.91
4 7.9858631803 6.89
4 18.982096098 12.5
;
 
  i = _n_;               /* _n_ is a special SAS variable */
                         /*  it is the observation number.  */
  
proc reg;
  by set;                /* fit a regression separately to each set */
  
  model y =  x / r;
  output out = resids r = resid p = yhat cookd = d;
  
proc plot;
  by set;
  
  plot d*i;              /* plot Cook's D against observation number */
  plot d*yhat;           /*  or predicted value */
  
  title 'Cooks distance plots';

run;