05-02-2014 11:38 AM
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.
05-02-2014 12:48 PM
If you are looking for interaction effect. Try this one.
proc glm data=have;
class female married;
model wage = female married female*married;
05-02-2014 01:06 PM
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.
05-08-2014 05:01 PM
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.