BookmarkSubscribeRSS Feed
HH
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.

SAS Innovate 2025: Call for Content

Are you ready for the spotlight? We're accepting content ideas for SAS Innovate 2025 to be held May 6-9 in Orlando, FL. The call is open until September 25. Read more here about why you should contribute and what is in it for you!

Submit your idea!

What is Bayesian Analysis?

Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.

Find more tutorials on the SAS Users YouTube channel.

Click image to register for webinarClick image to register for webinar

Classroom Training Available!

Select SAS Training centers are offering in-person courses. View upcoming courses for:

View all other training opportunities.

Discussion stats
  • 1 reply
  • 742 views
  • 0 likes
  • 2 in conversation