TEST Statement

The MODEL Procedure

TEST Statement

TEST ["name"] test1 [, test2 ... ] [,/ options ] ;

The TEST statement performs tests of nonlinear hypotheses on the model parameters.

The TEST statement applies to the parameters estimated by the associated FIT statement (that is, either the preceding FIT statement or, in the absence of a preceding FIT statement, the following FIT statement). You can specify any number of TEST statements.

If you specify options on the TEST statement, a comma is required before the "/" character separating the test expressions from the options, because the "/" character can also be used within test expressions to indicate division.

Each test is written as an expression optionally followed by an equal sign (=) and a second expression:

[expression] [= expression ]

Test expressions can be composed of parameter names, arithmetic operators, functions, and constants. Comparison operators (such as "=") and logical operators (such as "&") cannot be used in TEST statement expressions. Parameters named in test expressions must be among the parameters estimated by the associated FIT statement.

If you specify only one expression in a test, that expression is tested against zero. For example, the following two TEST statements are equivalent:


   test a + b;
   
   test a + b = 0;

When you specify multiple tests on the same TEST statement, a joint test is performed. For example, the following TEST statement tests the joint hypothesis that both A and B are equal to zero.


   test a, b;

To perform separate tests rather than a joint test, use separate TEST statements. For example, the following TEST statements test the two separate hypotheses that A is equal to zero and that B is equal to zero.


   test a;
   test b;

You can use the following options in the TEST statement:

WALD: specifies that a Wald test be computed. WALD is the default.
LM
RAO
LAGRANGE: specifies that a Lagrange multiplier test be computed.
LR
LIKE: specifies that a likelihood ratio test be computed.
ALL: requests all three types of tests.
OUT=: specifies the name of an output SAS data set that contains the test results. The format of the OUT= data set produced by the TEST statement is similar to that of the OUTEST= data set produced by the FIT statement.

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