Programming the statistical procedures from SAS

Joint Confidence Interval in SAS

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New Contributor
Posts: 4

Joint Confidence Interval in SAS

Hello,

As part of the proc reg procedure, SAS has an option to report confidence intervals for each of the individual covariate coefficients. However, is there a way to report a joint confidence interval for the summation of two of the covariate coefficients?

For example, given the following regression model:

Wage = b0 + b1 Female + b2 Married + b3 Female x Married

I am interested in z = b1 + b3 since this gives me the average amount by which married females make more/less than single females. I would like to find a confidence interval for z to determine whether it is statistically significant.

Your help is appreciated. Thanks.

Trusted Advisor
Posts: 1,222

Re: Joint Confidence Interval in SAS

If you are looking for interaction effect. Try this one.

proc glm data=have;

   class female married;

   model wage = female married female*married;

   run;

quit;

Super User
Posts: 18,568

Re: Joint Confidence Interval in SAS

I think you'll  need to move into a different proc, such as GLM with the estimate or means statement.

New Contributor
Posts: 4

Re: Joint Confidence Interval in SAS

Thanks for the response, would these commands help me in testing H0: b1 + b3 = 0?

Super User
Posts: 18,568

Re: Joint Confidence Interval in SAS

I believe so.

New Contributor
Posts: 4

Re: Joint Confidence Interval in SAS

I see, thanks for the help. I'll look into it.

Super User
Posts: 18,568

Re: Joint Confidence Interval in SAS

New Contributor
Posts: 4

Re: Joint Confidence Interval in SAS

Thank you for your responses, I have actually created a FemaleMarried (= Female * Married) interaction variable before using the proc reg command. From my understanding, the command:

test     Female, FemaleMarried

would test H0: b1 = b3. However, I am interested in testing H0: b1 + b3 = 0. Is there a way to do this in SAS?

Also, I am running a similar model using the quantreg procedure, so I was wounding if I can apply the same test there?

Thanks again for your help.

SAS Employee
Posts: 242

Re: Joint Confidence Interval in SAS

I think you want b2+b3.  The wage for single females under your model is b0+b1.  For married females it is b0+b1+b2+b3.  So the difference in wage is b2+b3.

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