topic Re: Code for performing an F-test in Statistical Procedures

Code for performing an F-test

neuromeme1 — Sat, 16 Apr 2016 18:58:33 GMT

Hello,

Could someone tell me how to write the code for an f-test. The procedure I am trying to run consists of the following:

data class;
infile 'c:\prodata2.txt'expandtabs;
input y x1 x2 x3 x4 ;
proc means data=class;
var y x1 x2 x3 x4;
run;
proc reg;
model y=x1 x2 x3 x4/spec acov;
run;

proc reg;
model y=x1 x3/spec acov;
run;

What do I insert inbetween the first and second proc regs to run the f-test on the restricted model y=x1 x3.

Thank you in advance

Re: Code for performing an F-test

FreelanceReinh — Sat, 16 Apr 2016 21:45:26 GMT

Hello @neuromeme1,

I think, you want to test whether both x2 and x4 can be dropped from the full model. You can request this F-test by inserting the following statement after the MODEL statement of your first PROC REG step:

test x2, x4;

This is a shorthand notation for

test x2=0, x4=0;

which indicates the null hypothesis (that the regression coefficients of x2 and x4 are zero) more clearly.

For more details please refer to the documentation of the TEST statement.