Hi all,
I have two sub-samples, I also run regressions for the two samples separately. For sample1: y=x1+x2; for sample2 y=x1+x2. Now I want to test whether the two coefficients of x1 are significantly different? Should I use Wald test and how to realize it? Thanks in advance!
You create a class variable that indicates subpopulation (if you don't have one already) then fit this model
model y = subpopulation x1 x2 subpopulation*x1 subpopulation*x2;
If the term for subpopulation*x1 is significant, then this indicates there are different slopes for x1 for each subpopulation.
Thank you! Is it Wald test? Can I get wald Chi-square in this way?
In proc GLM, ask for
model y = subpopulation x1 x2 subpopulation*x1 subpopulation*x2 / solution;
to see the estimates, their standard errors and the t-statistic tests equivalent to Wald tests.
@ADou wrote:
Thank you! Is it Wald test? Can I get wald Chi-square in this way?
That depends, are you using PROC LOGISTIC because you have binary Y-values?
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!
Learn how use the CAT functions in SAS to join values from multiple variables into a single value.
Find more tutorials on the SAS Users YouTube channel.