04-16-2016 02:58 PM
Could someone tell me how to write the code for an f-test. The procedure I am trying to run consists of the following:
input y x1 x2 x3 x4 ;
proc means data=class;
var y x1 x2 x3 x4;
model y=x1 x2 x3 x4/spec acov;
model y=x1 x3/spec acov;
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
04-16-2016 05:45 PM
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.