topic Re: How to perform t test on slope in proc reg in SAS Programming

How to perform t test on slope in proc reg

Xiaoningdemao — Fri, 02 Jun 2017 18:38:58 GMT

Dear All,

I want to do a t-test on the slope of a simple linear regression.

H0: slope=1 VS Ha: slope !=1;

I tried the folowing code,"test predicted=1; ", but it performed the overall F test on slope=1 and intercept=0

proc reg data=test;
model observed=predicted;
test predicted=1;
quit;

Thanks!!

Best wishes.

Re: How to perform t test on slope in proc reg

PaigeMiller — Fri, 02 Jun 2017 20:23:10 GMT

It's not obvious why you are making the statement that the TEST command is testing "the overall F test on slope=1 and intercept=0 ", as far as I know, this is not true. Why do you think it is testing this and not testing slope=1?

I also am mystified by

model observed=predicted;

as this makes little sense to me.

Re: How to perform t test on slope in proc reg

Xiaoningdemao — Wed, 07 Jun 2017 17:22:38 GMT

Dear Paige,

Thank you for the response!

You are right, I should wrote

model observed=predicters;

maybe this is more reasonable?

As for the TEST command, the output shows a F-test. Isn't F-test come with ANOVA, and is an overall global test testing "slope=1 and intercept=0"?

Thank you!

Best wishes.

Re: How to perform t test on slope in proc reg

PaigeMiller — Wed, 07 Jun 2017 17:29:16 GMT

The TEST command does not product the standard ANOVA F-test. The TEST commands tests the specific hypothesis you are interested in, which in this case is testing the slope = 1 only.

Re: How to perform t test on slope in proc reg

Xiaoningdemao — Wed, 07 Jun 2017 18:18:25 GMT

Dear Paige,

Oh, I see!!

Thank you very much!

Best wishes.