topic Re: Joint Confidence Interval in SAS in Statistical Procedures

Joint Confidence Interval in SAS

DS32 — Fri, 02 May 2014 15:38:54 GMT

Hello,

As part of the proc reg procedure, SAS has an option to report confidence intervals for each of the individual covariate coefficients. However, is there a way to report a joint confidence interval for the summation of two of the covariate coefficients?

For example, given the following regression model:

Wage = b0 + b1 Female + b2 Married + b3 Female x Married

I am interested in z = b1 + b3 since this gives me the average amount by which married females make more/less than single females. I would like to find a confidence interval for z to determine whether it is statistically significant.

Your help is appreciated. Thanks.

Re: Joint Confidence Interval in SAS

stat_sas — Fri, 02 May 2014 16:48:03 GMT

If you are looking for interaction effect. Try this one.

proc glm data=have;

class female married;

model wage = female married female*married;

run;

quit;

Re: Joint Confidence Interval in SAS

Reeza — Fri, 02 May 2014 16:56:28 GMT

I think you'll need to move into a different proc, such as GLM with the estimate or means statement.

Re: Joint Confidence Interval in SAS

DS32 — Fri, 02 May 2014 17:06:55 GMT

Thank you for your responses, I have actually created a FemaleMarried (= Female * Married) interaction variable before using the proc reg command. From my understanding, the command:

test Female, FemaleMarried

would test H0: b1 = b3. However, I am interested in testing H0: b1 + b3 = 0. Is there a way to do this in SAS?

Also, I am running a similar model using the quantreg procedure, so I was wounding if I can apply the same test there?

Thanks again for your help.

Re: Joint Confidence Interval in SAS

DS32 — Fri, 02 May 2014 17:07:50 GMT

Thanks for the response, would these commands help me in testing H0: b1 + b3 = 0?

Re: Joint Confidence Interval in SAS

Reeza — Fri, 02 May 2014 17:18:26 GMT

I believe so.

Re: Joint Confidence Interval in SAS

DS32 — Fri, 02 May 2014 17:20:55 GMT

I see, thanks for the help. I'll look into it.

Re: Joint Confidence Interval in SAS

Reeza — Fri, 02 May 2014 17:22:28 GMT

https://support.sas.com/resources/papers/proceedings11/351-2011.pdf

Good reference for these

Re: Joint Confidence Interval in SAS

StatDave — Thu, 08 May 2014 21:01:47 GMT

I think you want b2+b3. The wage for single females under your model is b0+b1. For married females it is b0+b1+b2+b3. So the difference in wage is b2+b3.