TEST Statement
The AUTOREG procedure now supports a TEST statement
for linear hypothesis tests.
 TEST equation , ... , equation / option ;
The TEST statement tests hypotheses about
the covariates in the model estimated by 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.
Each test is written as a linear equation composed of
constants and parameter names.
Refer to parameters by the name of the corresponding regressor variable.
Each name used in the equation must be a regressor in
the preceding MODEL statement.
Use the keyword INTERCEPT to refer to the intercept
parameter in the model.
You can specify the following option in the TEST statement:
 TYPE= value

The TYPE= option specifies the test statistics to use,
F or Wald.
TYPE=F produces an Ftest.
TYPE=WALD produces a Wald test.
The default is TYPE=F.
The following example of a TEST statement tests the
hypothesis that the coefficients of two regressors A and B are equal:
model y = a b c d;
test a = b;
To test separate null hypotheses, use separate TEST statements.
To test a joint hypothesis,
specify the component hypotheses on the same TEST statement,
separated by commas.
For example, consider the following linear model:
The following statements test the two hypotheses
and
:
model y = x1 x2;
test intercept = 1;
test x1 + x2 = 0;
The following statements test the joint hypothesis
and :
model y = x1 x2;
test intercept = 1, x1 + x2 = 0;
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.