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05-02-2014 11:38 AM

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.

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Posted in reply to DS32

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;

run;

quit;

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Posted in reply to DS32

05-02-2014 12:56 PM

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

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Posted in reply to Reeza

05-02-2014 01:07 PM

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

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Posted in reply to DS32

05-02-2014 01:18 PM

I believe so.

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Posted in reply to Reeza

05-02-2014 01:20 PM

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

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Posted in reply to DS32

05-02-2014 01:22 PM

https://support.sas.com/resources/papers/proceedings11/351-2011.pdf

Good reference for these

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Posted in reply to DS32

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.

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Posted in reply to DS32

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.