How to change alpha=0.02 in Proc ANOVA - sas

In SAS, may i know how to change alpha=0.02 in Proc Anova, as default alpha is 0.05
proc anova data=data1 alpha=0.02;
class cmg ;
model wmg=cmg ;
run;
If I give alpha=0.02 after data its not working.

I'm not familiar with proc anova but, from a quick look a the documentation, it seems like the alpha= option is available on the means statement:
proc anova data=data1 alpha=0.02;
class cmg ;
model wmg=cmg ;
means cmg / alpha=0.02;
run;
https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_anova_sect012.htm

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PROC MEANS DATA=WORK.TOP_10_DX P25 P75;
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proc means data=sashelp.class n p25 p75 stackods;
ods output summary=summary;
run;
proc print;
run;
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class a;
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output out=testx p=pred;
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You will need to show your work. This example contradicts your claim.
data class;
set sashelp.class;
x = ranuni(1);
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run;
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run;
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proc reg data=a;
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