- ESTIMATE 'label' effect values < / options >
You can use an ESTIMATE statement to estimate a linear
function of the regression parameters by multiplying a
row vector L by the parameter estimate vector
- ESTIMATE 'label' effect values
< ... effect values >
< / options > ;
Each term in the MODEL statement, called an effect,
is a variable or a combination of variables. You can
specify an effect with a variable name or with a special
notation using variable names and operators.
details on how to specify an effect, see the section "Specification of Effects" in
Chapter 30, "The GLM Procedure.".
PROC SURVEYREG checks the linear function for
The procedure displays the
estimate along with its
standard error and t test. If you specify the CLPARM
option in the MODEL statement, PROC SURVEYREG also
displays confidence limits for the linear function. By
default, the degrees of freedom for the t test
equals the number of clusters (or the number of
observations if there is no CLUSTER statement) minus the
number of strata. Alternatively, you can specify the
degrees of freedom with the DF= option in the MODEL
You can specify any number of ESTIMATE statements,
but they must appear after the MODEL statement.
In the ESTIMATE statement,
- identifies the linear function L
in the output. A label is required
for every function specified. Labels must
be enclosed in single quotes.
- identifies an
effect that appears in the MODEL
You can use the INTERCEPT keyword as an
effect when an intercept is fitted in the
model. You do not need to include all
effects that are in the MODEL statement.
- values are constants that are elements
of the vector L associated with the
effect. For example, the following
code forms an estimate that is the difference
between the parameters estimated for the
first and second levels of the CLASS
estimate 'A1 vs A2' A 1 -1;
You can specify the following options in the ESTIMATE
statement after a slash (/).
specifies a value by which to divide all coefficients
so that fractional coefficients can be entered as
For example, note the difference between the
following two ESTIMATE statements.
estimate '1/3(A1+A2) - 2/3A3' a 1 1 -2 / divisor=3;
estimate '1/3(A1+A2) - 2/3A3' a .33333 .33333 -.66667;
displays the entire coefficient vector L.
requests no filling in higher-order effects. When you
specify only certain portions of the vector L,
by default PROC SURVEYREG constructs the remaining
elements from the context.
(See the section "Specification of ESTIMATE Expressions" in Chapter 30, "The GLM Procedure.")
When you specify the NOFILL option, PROC SURVEYREG
does not construct the remaining portions and treats
the vector L as it is defined in the ESTIMATE
specifies the sensitivity for checking estimability. If
v is a vector, define ABS(v) to be the
largest absolute value of the elements of v.
Say H is the (X'X)-X'X
matrix, and C is ABS(L) except for elements
of L that equal 0, and then C is 1. If
ABS(L-LH) > C ×value,
then L is declared nonestimable. The
SINGULAR= value must be between 0 and 1, and the
default is 10-4.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.