TEST Statement
- TEST ["name"] test1 [, test2 ... ] [,/ options ] ;
The TEST statement performs tests of nonlinear hypotheses on the
model parameters.
The TEST statement applies to the parameters estimated
by the associated FIT statement
(that is, either the preceding FIT statement or,
in the absence of a preceding FIT statement, the
following FIT statement).
You can specify any number of TEST statements.
If you specify options on the TEST statement,
a comma is required before the "/" character separating
the test expressions from the options,
because the "/" character can also be used within test expressions to
indicate division.
Each test is written as an expression optionally followed by an
equal sign (=) and a second expression:
- [expression] [= expression ]
Test expressions can be composed of parameter names,
arithmetic operators, functions, and constants.
Comparison operators (such as "=") and logical operators (such as
"&")
cannot be used in TEST statement expressions.
Parameters named in test expressions must be among the parameters
estimated by the associated FIT statement.
If you specify only one expression in a test, that expression is tested
against zero. For example, the following two TEST statements are equivalent:
test a + b;
test a + b = 0;
When you specify multiple tests on the same TEST statement, a joint test
is performed. For example, the following TEST statement tests the joint
hypothesis that both A and B are equal to zero.
test a, b;
To perform separate tests rather than a joint test,
use separate TEST statements.
For example, the following TEST statements test the two
separate hypotheses
that A is equal to zero and that B is equal to zero.
test a;
test b;
You can use the following options in the TEST statement:
- WALD
-
specifies that a Wald test be computed.
WALD is the default.
- LM
-
- RAO
-
- LAGRANGE
-
specifies that a Lagrange multiplier test be computed.
- LR
-
- LIKE
-
specifies that a likelihood ratio test be computed.
- ALL
-
requests all three types of tests.
- OUT=
-
specifies the name of an output SAS data set that contains the test results.
The format of the OUT= data set produced by the TEST statement
is similar to that of the OUTEST= data set produced by the FIT statement.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.