Testing Effects

For each effect in the model, PROC SURVEYREG computes an matrix such that every element of is estimable; the matrix has the maximum possible rank associated with the effect. To test the effect, the procedure uses the Wald F statistic for the hypothesis . The Wald F statistic equals

with numerator degrees of freedom equal to and denominator degrees of freedom equal to the number of clusters minus the number of strata (unless you have specified the denominator degrees of freedom with the DF= option in the MODEL statement; see the section Denominator Degrees of Freedom). It is possible that the matrix cannot be constructed for an effect, in which case that effect is not testable. For more information about how the matrix is constructed, see the discussion in Chapter 15, The Four Types of Estimable Functions.