topic Testing a linear constrain in a linear model in SAS Procedures https://communities.sas.com/t5/SAS-Procedures/Testing-a-linear-constrain-in-a-linear-model/m-p/29716#M6995 I am estimating the following regression using the Proc autoreg procedure:<BR /> y = b1 * x1 + b2 * x2 + b3 * x3 + e<BR /> <BR /> How do I test the hypothesis b1+b2+b3=0 in SAS?<BR /> Thank you very much for any input! Sun, 13 Dec 2009 22:13:14 GMT HH 2009-12-13T22:13:14Z Testing a linear constrain in a linear model https://communities.sas.com/t5/SAS-Procedures/Testing-a-linear-constrain-in-a-linear-model/m-p/29716#M6995 I am estimating the following regression using the Proc autoreg procedure:<BR /> y = b1 * x1 + b2 * x2 + b3 * x3 + e<BR /> <BR /> How do I test the hypothesis b1+b2+b3=0 in SAS?<BR /> Thank you very much for any input! Sun, 13 Dec 2009 22:13:14 GMT https://communities.sas.com/t5/SAS-Procedures/Testing-a-linear-constrain-in-a-linear-model/m-p/29716#M6995 HH 2009-12-13T22:13:14Z Re: Testing a linear constrain in a linear model https://communities.sas.com/t5/SAS-Procedures/Testing-a-linear-constrain-in-a-linear-model/m-p/29717#M6996 Did you find a solution?<BR /> <BR /> Its very simple to do a F-test as such.<BR /> <BR /> Just write <BR /> <BR /> test=b1=b2=b3=0 <BR /> <BR /> in your test setup. If its not true, you can also rule out that the sum would be significantly different from 0. Tue, 22 Dec 2009 13:50:25 GMT https://communities.sas.com/t5/SAS-Procedures/Testing-a-linear-constrain-in-a-linear-model/m-p/29717#M6996 Damvad 2009-12-22T13:50:25Z