topic Re: Statistical test for the difference between coefficients in Statistical Procedures

Statistical test for the difference between coefficients

lioradam — Tue, 12 Sep 2017 09:16:02 GMT

Hello,

ֲ I run the regression:

Y = α + β1 X + β2 Dummy variable*X +  β3  Dummy variable + ε

β1

is negative and

β2

is positive.

I want to verify that the sum :

β1+β2

is positive and significant, or ֲ in other words, ֲ

that

β2>β1

and that the difference is significant.

According to the ֲ values the coefficients , ֲ indeed ֲ

β2>β1

but I'm ֲ looking ֲ for statistical test that verify that the difference is significant.

Does SAS perform this kind of test?

Thank You,

Lior

Re: Statistical test for the difference between coefficients

PaigeMiller — Tue, 12 Sep 2017 12:08:48 GMT

The TEST statement in PROC REG will test if the two parameters are equal. If the test decides they are not equal and also b2 > b1 then you have statistical evidence that b2 > b1. You might have to adjust the p-values to make it a one-sided test.

Re: Statistical test for the difference between coefficients

lioradam — Tue, 12 Sep 2017 17:30:36 GMT

thank you!

Re: Statistical test for the difference between coefficients

lioradam — Tue, 12 Sep 2017 17:32:00 GMT

thank you!