Sears Homes built prior to 1920 don't have stamped lumber -- which is such a GREAT METHOD of identification. So, if your Sears Home was built before that date, determining it IS a Sears Home is tougher!!!
The stamped lumber, btw, in a Sears Home will have a letter (or two) and 1-3 digits. In the basement, you'll usually find it near the end of the joist. It will usually be C589 or D389 or some like arrangement (one letter/three digits).
There are some other tips for figuring out if you have a Sears Home.