I am trying to figure out how the TEST statement could be employed to test for the equality of the coefficients in the proc surveyreg procedure. For instance, if the model is as follows:
proc surveyreg data=input;
model DEP= X1 X2 X3 X4 /solution;
run;
Now, I want to formally test whether the coefficients for X2 and X3 are significantly different from each other, or if their sum is equal to 0. I tried various combinations, such as
proc surveyreg data=input;
model DEP= X1 X2 X3 X4 /solution;
test X2 + X3;
run;
(none seem to work);
How can I perform such tests? Or is it some other statement I should be looking at?
Thanks!
Try
Estimate 'X2-X3' X2 1 X3 -1;
Estimate 'X2+X3' X2 1 X3 1;
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