11-19-2011 07:45 AM
I am trying to conduct a Z test in SAS, which means compare the regression cofficients between two subsample.
the Z statistic goes like this
this statistic follows a chi-square distrubution, I think. (well, frankly, I am not sure on this)
If I want to get the P-value, what should I do?
BTW, this test is proposed by Clogg, C., E. Petkova, and A. Haritou. 1995. Statistical methods for comparing regression coefficients
between models. American Journal of Sociology
11-19-2011 10:20 AM