With M estimation and MM estimation, the TEST statement provides a means of obtaining a test for the canonical linear hypothesis concerning the parameters of the tested effects:

where is the total number of parameters of the tested effects.

PROC ROBUSTREG provides two kinds of robust tests: the test and the test. They are described in the section Details: ROBUSTREG Procedure. No test is available for LTS and S estimation.

The optional label, which must be a valid SAS name, is used to label output from the corresponding TEST statement.