I'm not sure how the solution below provides an answer on how to write a PROC GLM step that would jointly test a set of parameters using a partial f-test.
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Y = B0 + B1*Asian + B2*Black + B3*White + B4*X + B5*X*Asian + B6*X*Black + B7*X*White + e
The CLASS RACE statement creates dummy variables (Asian, Black, White) with values (1,0,0) for RACE="Asian", (0,1,0) for RACE="Black" and (0,0,1) for RACE="White". SAS will force parameters B3 and B7 to zero because they are redundant, so that the linear equations are:
Asian : Y = (B0+B1) + (B4+B5)*X
Black : Y = (B0+B2) + (B4+B6)*X
White : Y = B0 + B4*X
The F test for effect RACE*X tests the hypothesis B5=B6=B7=0 which, if true, would mean that all slopes are equal.
hth
PG
Message was edited by: PG corrected typo reported by Steve Denham.
PG
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