turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- Analytics
- /
- Stat Procs
- /
- Proc model wald-test

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

10-01-2014 01:10 PM

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?

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to sasphd

10-01-2014 03:37 PM

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

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to sasphd

10-01-2014 05:14 PM

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.

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to sasphd

11-10-2014 10:07 AM

GMM Esti | Test0 | Wald | 42.57 | <.0001 | a=b |

this is the result.

Can I conclude that a is different from b?

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to sasphd

11-10-2014 10:50 AM

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