From this studio in 1922 Proctor completed a model of an equestrian statue of Theodore Roosevelt. The sculpture was commissioned by Henry Waldo Coe, a long-time friend of both Roosevelt and Proctor. Coe donated Proctor's sculpture, "Theodore Roosevelt, Rough Rider", to the city of Portland, Oregon. Two other versions of this sculpture were created for the cities of Mandan and Minot, North Dakota, and yet another sculpture cast from the same mold many years after Proctor's death was dedicated in Oyster Bay, New York, on October 29, 2005. His work was also part of the sculpture event in the art competition at the 1928 Summer Olympics.