how to conduct Z test in SAS(maybe P value of Chi-square statistic)

[rpg163]

Hi,

I am trying to conduct a Z test in SAS, which means compare the regression cofficients between two subsample.

model:

Y=b0+b1*x1+b2*x2...+bn*xn+error

the Z statistic goes like this

Z=(b1_sub1-b1_sub2)/sqrt(var(b1_sub1)+var(b1_sub2));

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

[art297 · Accepted solution]

Take a look at: http://support.sas.com/kb/22/896.html

Plus, one can often discover how to use SAS to do most tests at: http://support.sas.com/kb/30/333.html

[rpg163]

THX! I will have a look.