<label:> TEST
equation1 <, …, <equationk>> </ options> ;
The TEST statement tests linear hypotheses about the parameters . An F test is used to jointly test the null hypotheses () specified in a single TEST statement in which the MULT option is specified.
Each equation specifies a linear hypothesis (a row of the matrix and the corresponding element of the vector); multiple equations are separated by commas. The label, which must be a valid SAS name, is used to identify the resulting output. You can submit multiple TEST statements. When a label is not included in a TEST statement, a label of “Test j” is used for the jth TEST statement.
The form of an equation is as follows:
term < term > < = term < term > >
where term is a parameter of the model, or a constant, or a constant times a parameter. When no equal sign appears, the expression is set to 0. Only parameters for regressor effects (continuous variables by themselves) are allowed.
For each TEST statement, PROC MIANALYZE displays a “Test Specification” table of the matrix and the vector. The procedure also displays a “Variance Information” table of the between-imputation, within-imputation, and total variances for combining complete-data inferences, and a “Parameter Estimates” table of a combined estimate and standard error for each linear component. The linear components are labeled TestPrm1
, TestPrm2
, ... in the tables.
The following statements illustrate possible uses of the TEST statement:
proc mianalyze; modeleffects intercept a1 a2 a3; test1: test intercept + a2 = 0; test2: test intercept + a2; test3: test a1=a2=a3; test4: test a1=a2, a2=a3; run;
The first and second TEST statements are equivalent and correspond to the specification in Figure 58.5.
Figure 58.5: Test Specification for test1 and test2
Test Specification | |||||
---|---|---|---|---|---|
Parameter | L Matrix | C | |||
intercept | a1 | a2 | a3 | ||
TestPrm1 | 1.000000 | 0 | 1.000000 | 0 | 0 |
The third and fourth TEST statements are also equivalent and correspond to the specification in Figure 58.6.
Figure 58.6: Test Specification for test3 and test4
Test Specification | |||||
---|---|---|---|---|---|
Parameter | L Matrix | C | |||
intercept | a1 | a2 | a3 | ||
TestPrm1 | 0 | 1.000000 | -1.000000 | 0 | 0 |
TestPrm2 | 0 | 0 | 1.000000 | -1.000000 | 0 |
The ALPHA= and EDF options specified in the PROC MIANALYZE statement are also applied to the TEST statement. You can specify the following options in the TEST statement after a slash(/):
For more information, see the section Testing Linear Hypotheses about the Parameters.