Hello @neuromeme1,   I think, you want to test whether both x2 and x4 can be dropped from the full model. You can request this F-test by inserting the following statement after the MODEL statement of your first PROC REG step:   test x2, x4; This is a shorthand notation for     test x2=0, x4=0; which indicates the null hypothesis (that the regression coefficients of x2 and x4 are zero) more clearly.   For more details please refer to the documentation of the TEST statement.   ... View more