Programming the statistical procedures from SAS

Code for performing an F-test

Accepted Solution Solved
Reply
Learner
Posts: 1
Accepted Solution

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

 


Accepted Solutions
Solution
‎10-11-2017 11:30 AM
Trusted Advisor
Posts: 1,125

Re: Code for performing an F-test

Posted in reply to neuromeme1

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.

 

View solution in original post


All Replies
Solution
‎10-11-2017 11:30 AM
Trusted Advisor
Posts: 1,125

Re: Code for performing an F-test

Posted in reply to neuromeme1

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.

 

☑ This topic is solved.

Need further help from the community? Please ask a new question.

Discussion stats
  • 1 reply
  • 1117 views
  • 2 likes
  • 2 in conversation