The TEST statement tests linear hypotheses
about the regression coefficients.
The Wald test is used to test jointly the null hypotheses
() specified in a
single TEST statement.
- < label: > TEST equation1 < , ... , <
equationk >> < /option > ;
Each equation specifies a linear hypothesis (a row of
the L matrix and the corresponding element of the c vector);
multiple equations are
separated by commas. The
label, which must be a valid SAS name,
is used to identify the resulting output and should always be
included. You can submit multiple TEST statements.
The form of an equation is as follows:
> < =
where term is a parameter of the model, or a constant,
or a constant times
For a binary response model, the intercept
parameter is named INTERCEPT; for an ordinal response model, the intercept
parameters are named INTERCEPT, INTERCEPT2, INTERCEPT3, and so on.
When no equal sign appears,
the expression is set to 0. The following code illustrates
of the TEST statement:
model y= a1 a2 a3 a4;
test1: test intercept + .5 * a2 = 0;
test2: test intercept + .5 * a2;
test3: test a1=a2=a3;
test4: test a1=a2, a2=a3;
Note that the first and second TEST statements are equivalent, as are the
third and fourth TEST statements.
You can specify the following option in the TEST statement after
displays intermediate calculations in the testing of the null
hypothesis . This includes
bordered by and
bordered by ,where is the maximum likelihood estimator of and
is the estimated covariance
matrix of .
For more information, see the "Testing Linear Hypotheses about the Regression Coefficients" section.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.