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Introduction to Analysis-of-Variance Procedures |
When you have more than two means to compare, an F test in PROC ANOVA or PROC GLM tells you whether the means are significantly different from each other, but it does not tell you which means differ from which other means.
If you have specific comparisons in mind, you can use the CONTRAST statement in PROC GLM to make these comparisons. However, if you make many comparisons using some given significance level (0.05, for example), you are more likely to make a type 1 error (incorrectly rejecting a hypothesis that the means are equal) simply because you have more chances to make the error.
Multiple comparison methods give you more detailed information about the differences among the means and enables you to control error rates for a multitude of comparisons. A variety of multiple comparison methods are available with the MEANS statement in both the ANOVA and GLM procedures, as well as the LSMEANS statement in PROC GLM. These are described in detail in "Multiple Comparisons" in Chapter 30, "The GLM Procedure."
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