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Xiaoningdemao
Quartz | Level 8

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.

1 ACCEPTED SOLUTION

Accepted Solutions
PaigeMiller
Diamond | Level 26

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

View solution in original post

4 REPLIES 4
PaigeMiller
Diamond | Level 26

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
Xiaoningdemao
Quartz | Level 8

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.

 

PaigeMiller
Diamond | Level 26

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
Xiaoningdemao
Quartz | Level 8
Dear Paige,

Oh, I see!!

Thank you very much!

Best wishes.

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