How to write a code for multiple linear regression looking at predictors sex, age, weight for an outcome

I am very new to stats and have only taken one course so far (which did not cover this) so I am a little out of my wheelhouse. Thank you in advance for any help you can give.

I am working in SAS and am trying to figure out how to write a code where I can determine which, if any, of these predictors affect my outcome "value".

Details on my data: 4 groups basically, young female adults, senior female adults, young male adults, senior male adults. I have recorded a value for each group, but want to analyse this data continously rather than by group since each group ranges in age values. So far my data (and code that I have tried, and failed) looks something like this:

/*TestData*/
Data;
input Sex$ Age Value;
cards;
M	13	1
M	3	0.5
F	2	0.6
M	3	0.5
M	3	0.5
M	3	0.5
F	1	0.6
F	11	1.2
F	2	0.6
M	3	0.5
M	13	1
F	2	0.6
F	3	0.6
F	3	0.6
M	9	1
M	1	0.5
M	9	1
M	9	1
F	13	1.2
M	11	1
F	11	1.2
M	11	1
M	3	0.5
F	3	0.6
M	3	0.5
M	1	0.5
M	16	1
M	11	1
M	3	0.5
M	1	0.5
M	2	0.5
F	9	1.2
F	9	1.2
M	3	0.5
F	2	0.6
F	12	1.2
F	9	1.2
;
run;
proc reg;
model Value= Age Sex;
run;
proc reg;
model Value= Age;
run;
proc reg;
model Value= Sex;
run;
Proc reg;
model Value= Age Sex / selection= stepwise slentry=0.05;
run;
proc corr;
var Sex Age Value;
run;

I haven't even managed to put the weight predictor in there because I'm not sure how to add it. My code also does not like Sex being there.

I really just need to figure out if age, sex, or weight will affect my "value". Thank you in advance!

Of course, you have troubles with sex: it is a class variable, not a numeric one, so not suited for proc reg. What you need, is one of the Mixed Models

Try this

proc mixed;
  class sex;
  model Value = Age Sex;
run;