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06-02-2017 02:38 PM

Dear All,

I want to do a t-test on the slope of a simple linear regression.

**H0: slope=1 VS Ha: slope !=1;**

I tried the folowing code,"test predicted=1; ", but it performed the overall F test on slope=1 and intercept=0

proc reg data=test;

model observed=predicted;*test predicted=1; *

quit;

Thanks!!

Best wishes.

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Solution

06-07-2017
02:18 PM

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Posted in reply to Xiaoningdemao

06-07-2017 01:28 PM - edited 06-07-2017 01:29 PM

The TEST command does not product the standard ANOVA F-test. The TEST commands tests the specific hypothesis you are interested in, which in this case is testing the slope = 1 only.

--

Paige Miller

Paige Miller

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Posted in reply to Xiaoningdemao

06-02-2017 04:23 PM

It's not obvious why you are making the statement that the TEST command is testing "the overall F test on slope=1 and intercept=0 ", as far as I know, this is not true. Why do you think it is testing this and not testing slope=1?

I also am mystified by

model observed=predicted;

as this makes little sense to me.

--

Paige Miller

Paige Miller

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Posted in reply to PaigeMiller

06-07-2017 01:22 PM

Dear Paige,

Thank you for the response!

You are right, I should wrote

model observed=predicters;

maybe this is more reasonable?

As for the TEST command, the output shows a F-test. Isn't F-test come with ANOVA, and is an overall global test testing "slope=1 and intercept=0"?

Thank you!

Best wishes.

Solution

06-07-2017
02:18 PM

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Posted in reply to Xiaoningdemao

06-07-2017 01:28 PM - edited 06-07-2017 01:29 PM

The TEST command does not product the standard ANOVA F-test. The TEST commands tests the specific hypothesis you are interested in, which in this case is testing the slope = 1 only.

--

Paige Miller

Paige Miller

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Posted in reply to PaigeMiller

06-07-2017 02:18 PM

Dear Paige,

Oh, I see!!

Thank you very much!

Best wishes.

Oh, I see!!

Thank you very much!

Best wishes.