Here is a simple SAS file for ANOVA that includes PROC PLOT and PROC CAPABILITY for residual plots. Write a Macro that performs a regression with PROC REG and saves residuals to use with PROC PLOT and PROC CAPABILITY. Then use the Anscombe regression data with the Macro to perform each of the four regression analyses and also plot the residuals.
Hand in a hard copy of your code and email me your code. Put your data sets in your SAS program so it is easy for me to run them.