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Calcite | Level 5 HH
Calcite | Level 5
I am estimating the following regression using the Proc autoreg procedure:
y = b1 * x1 + b2 * x2 + b3 * x3 + e

How do I test the hypothesis b1+b2+b3=0 in SAS?
Thank you very much for any input!
1 REPLY 1
Damvad
Calcite | Level 5
Did you find a solution?

Its very simple to do a F-test as such.

Just write

test=b1=b2=b3=0

in your test setup. If its not true, you can also rule out that the sum would be significantly different from 0.

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