or simply:
*******************************************;
proc sgplot data=sashelp.cars;
scatter x=mpg_city y=mpg_highway;
run;

data cars2;
set sashelp.cars;
y2=mpg_city;
run;

/** compare **/
proc sort data=cars2; by mpg_city; run;

proc sgplot data=cars2;
scatter x=mpg_city y=mpg_highway;
series x=mpg_city y=y2;
run;

Any line from any types of regressions can be overlaid such way ;