Hello,
I would like to perform a Mincer zarnowitz regression, which is used to assess if there are systematic errors in predicted values (P) compared to observed values (O).
Basically, the equation is simple linear regression, such as
P=a+b(O)
However, to see if there are systematic errors, I need to test if b is statistically different from 1, while the p value of proc reg indicates if it is different from 0. Is it possible to change this? Otherwise, what would be the best way to test if my b are statistically different from 1?
Thank you.