Programming the statistical procedures from SAS

Code for performing an F-test

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Learner
Posts: 1

Code for performing an F-test

Hello,

Could someone tell me how to write the code for an f-test.  The procedure I am trying to run consists of the following:

 

data class;
infile 'c:\prodata2.txt'expandtabs;
input y x1 x2 x3 x4 ;
proc means data=class;
var y x1 x2 x3 x4;
run;
proc reg;
model y=x1 x2 x3 x4/spec acov;
run;

 

proc reg;
model y=x1 x3/spec acov;
run;

 

What do I insert inbetween the first and second proc regs to run the f-test on the restricted model y=x1 x3.

 

Thank you in advance

 

Trusted Advisor
Posts: 1,115

Re: Code for performing an F-test

Hello @neuromeme1,

 

I think, you want to test whether both x2 and x4 can be dropped from the full model. You can request this F-test by inserting the following statement after the MODEL statement of your first PROC REG step:

 

test x2, x4;

This is a shorthand notation for

 

 

test x2=0, x4=0;

which indicates the null hypothesis (that the regression coefficients of x2 and x4 are zero) more clearly.

 

For more details please refer to the documentation of the TEST statement.

 

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