TEST Statement
 TEST equation , ... , equation / options ;
The TEST statement performs Ftests of linear hypotheses
about the parameters in the preceding MODEL statement.
Each equation specifies a linear hypothesis to be tested.
If more than one equation is specified, the equations are separated by commas.
Variable names must correspond to regressors in the preceding MODEL statement,
and each name represents the coefficient of the corresponding regressor.
The keyword INTERCEPT is used to refer to the model intercept.
TEST statements can be given labels.
The label is used in the printed output to distinguish different tests.
Any number of TEST statements can be specified.
Labels are specified as follows:
 label: TEST ... ;
The following is an example of the use of TEST statement,
which tests the hypothesis that the coefficients of X1 and X2 are the same:
proc syslin data=a;
model y = x1 x2;
test x1 = x2;
run;
The following statements perform Ftests for the hypothesis
that the coefficients of X1 and X2 are equal,
and that the sum of the X1 and X2 coefficients is twice the intercept,
and for the joint hypothesis.
proc syslin data=a;
model y = x1 x2;
x1eqx2: test x1 = x2;
sumeq2i: test x1 + x2 = 2 * intercept;
joint: test x1 = x2, x1 + x2 = 2 * intercept;
run;
The following are additional examples of TEST statements:
test x1 + x2 = 1;
test x1 = x2 = x3 = 1;
test 2 * x1 = x2 + x3, intercept + x4 = 0;
test 2 * x1  x2;
The TEST statement performs an Ftest for the joint hypotheses specified.
The hypothesis is represented in matrix notation as follows:
The F test is computed as
where b is the estimate of ,
m is the number of restrictions, and
is the model mean square error.
See the section "Computational Details" for information
on the matrix X'X.
The test performed is exact only for ordinary least squares,
given the OLS assumptions of the linear model.
For other estimation methods, the Ftest is based on large sample theory
and is only approximate in finite samples.
If RESTRICT or SRESTRICT statements are used,
the tests computed by the TEST statement are conditional on
the restrictions specified.
The validity of the tests may be compromised if
incorrect restrictions are imposed on the estimates.
The PRINT option can be specified in the TEST statement after a slash (/):
 PRINT

prints intermediate calculations for the hypothesis tests.
Note: The TEST statement is not supported for the FIML estimation method.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.