topic Re: Partial F-Test in PROC GLM in Statistical Procedures

Partial F-Test in PROC GLM

whs278 — Tue, 10 Mar 2020 18:08:20 GMT

Hi,

I know you can do a partial F-test with PROC REG to jointly test a set of parameters. For example,

PROC REG DATA = dataset
   MODEL y = x1 x2 x3; 
   TEST x2=x3=0;
RUN;

Which gives me output that looks like this.

I would like to know if there is a way to perform the same the test using PROC GLM.

Thank you very much.

Sincerely,

Bill

Re: Partial F-Test in PROC GLM

PaigeMiller — Tue, 10 Mar 2020 19:32:26 GMT

Google finds the answer quickly.

https://communities.sas.com/t5/Statistical-Procedures/Proc-GLM-How-to-do-partial-F-test/td-p/108159

Re: Partial F-Test in PROC GLM

whs278 — Tue, 10 Mar 2020 19:47:36 GMT

This is not the answer

Re: Partial F-Test in PROC GLM

PaigeMiller — Tue, 10 Mar 2020 19:48:17 GMT

I think it is the answer.

Re: Partial F-Test in PROC GLM

whs278 — Tue, 10 Mar 2020 19:56:36 GMT

I'm not sure how the solution below provides an answer on how to write a PROC GLM step that would jointly test a set of parameters using a partial f-test.

------------------------------------------------------

Y = B0 + B1*Asian + B2*Black + B3*White + B4*X + B5*X*Asian + B6*X*Black + B7*X*White + e

The CLASS RACE statement creates dummy variables (Asian, Black, White) with values (1,0,0) for RACE="Asian", (0,1,0) for RACE="Black" and (0,0,1) for RACE="White". SAS will force parameters B3 and B7 to zero because they are redundant, so that the linear equations are:

Asian : Y = (B0+B1) + (B4+B5)*X

Black : Y = (B0+B2) + (B4+B6)*X

White : Y = B0 + B4*X

The F test for effect RACE*X tests the hypothesis B5=B6=B7=0 which, if true, would mean that all slopes are equal.

hth

Message was edited by: PG corrected typo reported by Steve Denham.

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