What is the value of getting certified as a SAS Certified Predictive Modeler?

You said that you know regarding multiple regression and it's application but you don't posses any kinda experience in SAS. So if you are hunting an opportunity in marketing Analytics profile, you definitely need to be SAS certified. Once you get SAS certified in your respective domain, the entrance will become broad for you. Check out this brochure  @http://www.epoch.co.in/brochure/Predictive%20Modeling.pdf

The most efficient way is to find out if it is valuable with minimal investment on your end. You'd be best off looking at job advertisements for the role that you are interested in applying for and understand what the selection criteria is. There's usually a list of these requirements and if certification or similar is listed or highly regarded then it would be relatively more valuable. If I were you I'd contact the recruiter directly and ask them if it'd make any difference. I would find people on LinkedIn who are currently working in that role or similar and check what their credentials/work history are. Even try asking them or friends you know in the industry as to the importance of certification. Also keep in mind that some companies will provide you with the required training and funding to complete certification.