TEST Statement

The TSCSREG Procedure

TEST Statement

label: TEST equation [,equation... ];

The TEST statement performs F-tests of linear hypotheses about the regression parameters in the preceding MODEL statement. Each equation specifies a linear hypothesis to be tested. All hypotheses in one TEST statement are tested jointly. Variable names in the equations must correspond to regressors in the preceding MODEL statement, and each name represents the coefficient of the corresponding regressor. The keyword INTERCEPT refers to the coefficient of the intercept.

The following illustrates the use of the TEST statement:

      proc tscsreg;
         model y = x1 x2 x3;
         test x1 = 0, x2/2 + 2*x3= 0;
         test_int: test intercept=0, x3 = 0;

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