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12-13-2009 05:13 PM

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!

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!

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12-22-2009 08:50 AM

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.

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.