SIMTESTS | SIMTEST sim-test <sim-test …>;
where sim-test represents one of the following: test-name = [ functions ] test-name = { functions } and functions are either parameters in the model or parametric functions computed in the SAS programming statements .
When the estimates in a model are asymptotically multivariate-normal, continuous and differentiable functions of the estimates are also multivariate-normally distributed. In the SIMTESTS statement, you can test these parametric functions simultaneously. The null hypothesis for the simultaneous tests is assumed to have the following form:
: , , …
where is the set of model parameters (independent or dependent) in the analysis and each is a continuous and differentiable function of the model parameters.
To test parametric functions simultaneously in the SIMTESTS statement, you first assign a name for the simultaneously test in test-name. Then you put the parametric functions for the simultaneous test inside a pair of parentheses: either the '{' and '}' pair, or the '[' and ']' pair. For example, if , , , and are parameters in the model and you want to test the equality of and and the equality of and simultaneously, you can use the following statements:
simtests Equality_test = [t1_t2_diff t3_t4_diff]; t1_t2_diff = theta1 - theta2; t3_t4_diff = theta3 - theta4;
In the SIMTESTS statement, you test two functions t1_t2_diff
and t3_t4_diff
simultaneously in the test named Equality_test
. The two parametric functions t1_t2_diff
and t3_t4_diff
are computed in the SAS programming statements
as differences of some parameters in the model.
See also the TESTFUNC statement for testing parametric functions individually.