Both PROC REG and PROC MODEL (in SAS/ETS software) perform a version of what is sometimes called "White's test," which is often used as a test for heteroscedasticity in a regression model. However, the two procedures perform two different tests.

Specifying the SPEC option in the MODEL statement in PROC REG performs the test described in Theorem 2, page 823, of White (1980). This is a test of the joint null hypothesis that the errors are homoscedastic, that they are independent of the regressors, and that the model is correctly specified.

Specifying the WHITE option in the FIT statement in PROC MODEL performs the test discussed in Corollary 1 on page 825 of White's paper. A Breusch-Pagan test for heteroscedasticity is also available in the FIT statement by specifying the BREUSCH= option.