TEST Statement
- < label: > TEST equation1 < ,
... , equationk >< /option > ;
The TEST statement tests linear hypotheses about the regression
coefficients. PROC PHREG performs a Wald test for the joint hypothesis
specified in a single TEST statement. Each equation specifies a linear
hypothesis; multiple equations (rows of the joint hypothesis) are
separated
by commas. The label is used to identify the resulting output, and
it should always be included. You can submit multiple TEST statements.
The form of an equation is as follows:
term <
term ...
> < = <
term <
term ...
>>>
here term is a variable or a constant or a
constant times a variable.
The variable is any explanatory
variable in the MODEL statement. When no equal sign appears, the
expression is set to 0. The following code illustrates
possible uses of the TEST
statement:
proc phreg;
model time= a1 a2 a3 a4;
Test1: Test a1, a2;
Test2: Test a1=0,a2=0;
Test3: Test a1=a2=a3;
Test4: Test a1=a2,a2=a3;
run;
Note that the first and second TEST statements are equivalent,
as are the third and fourth TEST statements.
The following option can be specified in the TEST statement
after a slash (/).
- PRINT
-
displays intermediate calculations. This includes
bordered by , and
bordered by
, where L is a matrix of linear coefficients and c is a
vector of constants.
See the section "Testing Linear Hypotheses about Regression Coefficients".
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.