TEST Statement
 < label: > TEST equation < , ... , equation >
< / options > ;
The TEST statement tests hypotheses about the
parameters estimated in the preceding MODEL statement.
It has the same syntax as the RESTRICT
statement except that it allows an option.
Each equation specifies a linear hypothesis to be tested.
The rows of the hypothesis are separated by commas.
Variable names must correspond to regressors,
and each variable name represents the coefficient
of the corresponding variable in the model.
An optional label is useful to identify each test with a name.
The keyword INTERCEPT can be used instead of a
variable name to refer to the model's intercept.
The REG procedure performs an F test for the joint
hypotheses specified in a single TEST statement.
More than one TEST statement can accompany a MODEL statement.
The numerator is the usual quadratic form of the
estimates; the denominator is the mean squared error.
If hypotheses can be represented by
then the numerator of the F test is

Q = (Lb  c)' (L(X'X)^{}L')^{1} (Lb  c)
divided by degrees of freedom, where
b is the estimate of .For example,
model y=a1 a2 b1 b2;
aplus: test a1+a2=1;
b1: test b1=0, b2=0;
b2: test b1, b2;
The last two statements are equivalent; since
no constant is specified, zero is assumed.
Note that, when the ACOV option is
specified in the MODEL statement, tests are recomputed using
the heteroscedasticity consistent covariance matrix
(see the section "Testing for Heteroscedasticity").
One option can be specified in the
TEST statement after a slash (/):
 PRINT

displays intermediate calculations.
This includes L(X'X)^{}L'
bordered by Lb  c, and
(L(X'X)^{}L')^{1}
bordered by (L(X'X)^{} L')^{1}(Lb  c).
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.