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Under the 'CI area' I mean smth. like the one plotted on graphs in @cbeleites' answer or depicted in Ron Pearson's post.:

enter image description here

Thank you.

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abc
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    Do you have an example of the base plot you're using? Are you using PROC UNIVARIATE to generate the q-q plot or something else? – Joe Feb 19 '13 at 15:42
  • Joe, I use diagnostic plots in sas proc glm. What do you mean under 'an example'? – abc May 09 '13 at 17:14
  • Downvoting this question until SAS code from attempts added. Recommend closing question if no additional information added. – JJFord3 Oct 22 '14 at 19:25

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I'm in a hurry to show my way to do this: 

PROC SGSCATTER DATA = myData;  
   PLOT variable1*variable2 /  
       GRID REG = (DEGREE = 1 LINEATTRS = (THICKNESS = .25 pt) CLM CLI NOGROUP);  
RUN;
abc
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