TEST Statement

The PHREG Procedure

TEST Statement

< label: > TEST equation1 < , ... , equationk >< /option > ;

The TEST statement tests linear hypotheses about the regression coefficients. PROC PHREG performs a Wald test for the joint hypothesis specified in a single TEST statement. Each equation specifies a linear hypothesis; multiple equations (rows of the joint hypothesis) are separated by commas. The label is used to identify the resulting output, and it should always be included. You can submit multiple TEST statements. The form of an equation is as follows:

term < term ... > < = < term < term ... >>>

here term is a variable or a constant or a constant times a variable. The variable is any explanatory variable in the MODEL statement. When no equal sign appears, the expression is set to 0. The following code illustrates possible uses of the TEST statement:

   proc phreg;
      model time= a1 a2 a3 a4;
      Test1: Test a1, a2;
      Test2: Test a1=0,a2=0;
      Test3: Test a1=a2=a3;
      Test4: Test a1=a2,a2=a3;
   run;

Note that the first and second TEST statements are equivalent, as are the third and fourth TEST statements.

The following option can be specified in the TEST statement after a slash (/).

PRINT

displays intermediate calculations. This includes $L{\hat{V}} ( {\hat{{\beta}}} ) L'$ bordered by $(L{\hat{{\beta}}}-c)$ , and $[L{\hat{V}}({\hat{{\beta}}})L']^{-1}$ bordered by $[L{\hat{V}}({\hat{{\beta}}})L']^{-1}(L {\hat{{\beta}}}-c)$ , where L is a matrix of linear coefficients and c is a vector of constants. See the section "Testing Linear Hypotheses about Regression Coefficients".

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