Help using Base SAS procedures

proc genmod: Testing the inequality of two coefficients after regression

Reply
N/A
Posts: 1

proc genmod: Testing the inequality of two coefficients after regression

Ciao

I'm doing this kind of regression:

"

proc genmod data= data;

class id year / param=ref;

model y=

id year

x v w z

/ d=nb dscale;

estimate 'x' x 1 / exp;

estimate 'z'  z 1 / exp;

run;

"

Since the nb is not a linear function I can not directly compere the coefficients (i.e betaX and betaZ) but I need to 1) look at the IRR and 2) to implement a post estimation analysis to test whether the coefficients estimated for x and z, are actually statistically different

The story in stata it is very easy: after your reg (for ex nbreg y x v w z, robust) the code is: test x= z

I'm trying to implement the same analysis in SAS with the regression above. I tried to use ods output and to implement ttest but I did get any results.

Actually my knowledge of SAS is not good as well my knowledge in econometrics and I did not find any clear description on internet about that test.

Can you help me?

Best

Luca

Ask a Question
Discussion stats
  • 0 replies
  • 262 views
  • 0 likes
  • 1 in conversation