Programming the statistical procedures from SAS

Proc model wald-test

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Frequent Contributor
Posts: 118

Proc model wald-test

I want to test the equality of two parameters (a and b) in proc model. I write

test a=b

in the output I find  type of test=wald , the statistic and ProbChiSq

Can someone help me to interpret the results?

Grand Advisor
Posts: 10,075

Re: Proc model wald-test

It is kind of hard to interpret something sight unseen. Try posting the results you are getting.

Valued Guide
Valued Guide
Posts: 679

Re: Proc model wald-test

A wald test statistic is the estimate of the parameter (or contrast) divided by the estimate of the standard error of the parameter estimate (or of the the estimated contrast). This has a standard normal or t distribution under H0, depending on the circumstances. Square this and you get a chi-squared distribution. If the test is multidimensional (say, for two contrasts simultaneously), you can also calculate this using the vector of parameter estimates and the variance-covariance matrix of the estimated contrasts.  Once again, a chi-squared distribution under H0.

Frequent Contributor
Posts: 118

Re: Proc model wald-test

GMM EstiTest0Wald42.57<.0001a=b

this is the result.

Can I conclude that a is different from b?

SAS Employee
Posts: 89

Re: Proc model wald-test

There is strong evidence that a is not equal to b based on what you have posted. AKA "A and B are different"

Now, I see that you are estimating these parameters with GMM so this might be some sort of complicated system.  For that reason I cannot make any comment on the usefulness or appropriateness of this test statistic as I don't have much context.

Good luck-Ken

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