Problem Note 35285: TEST statement fails to document cross-equation hypothesis test functionality
In the Syntax section of the SAS 9.2 documentation, the TEST statement fails to document cross-equation hypothesis test functionality which is supported in the procedure. You can use y.x to refer to parameter on x in the equation for y when testing hypothesis involving cross-equation parameters. For example, the following TEST statement tests the hypothesis that the coefficient on x2 in equation y1 is equal to the coefficient on x2 in equation y2:
proc qlim data = one ;
model y1 = x1 x2 ;
model y2 = x2 x3 ;
endogenous y1 y2 ~ discrete ;
test y1.x2 = y2.x2 ;
run;
Operating System and Release Information
| SAS System | SAS/ETS | z/OS | 9.2 TS1M0 | 9.2 TS2M3 |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.2 TS1M0 | 9.2 TS2M3 |
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 9.2 TS1M0 | 9.2 TS2M3 |
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 9.2 TS1M0 | 9.2 TS2M3 |
| Microsoft Windows XP 64-bit Edition | 9.2 TS1M0 | 9.2 TS2M3 |
| Microsoft® Windows® for x64 | 9.2 TS1M0 | 9.2 TS2M3 |
| Microsoft Windows Server 2003 Datacenter Edition | 9.2 TS1M0 | 9.2 TS2M3 |
| Microsoft Windows Server 2003 Enterprise Edition | 9.2 TS1M0 | 9.2 TS2M3 |
| Microsoft Windows Server 2003 Standard Edition | 9.2 TS1M0 | 9.2 TS2M3 |
| Microsoft Windows XP Professional | 9.2 TS1M0 | 9.2 TS2M3 |
| Windows Vista | 9.2 TS1M0 | 9.2 TS2M3 |
| 64-bit Enabled AIX | 9.2 TS1M0 | 9.2 TS2M3 |
| 64-bit Enabled HP-UX | 9.2 TS1M0 | 9.2 TS2M3 |
| 64-bit Enabled Solaris | 9.2 TS1M0 | 9.2 TS2M3 |
| HP-UX IPF | 9.2 TS1M0 | 9.2 TS2M3 |
| Linux | 9.2 TS1M0 | 9.2 TS2M3 |
| Linux for x64 | 9.2 TS1M0 | 9.2 TS2M3 |
| OpenVMS on HP Integrity | 9.2 TS1M0 | 9.2 TS2M3 |
| Solaris for x64 | 9.2 TS1M0 | 9.2 TS2M3 |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Problem Note |
| Priority: | high |
| Topic: | SAS Reference ==> Procedures ==> QLIM Analytics ==> Econometrics
|
| Date Modified: | 2010-03-18 11:22:43 |
| Date Created: | 2009-03-25 10:24:07 |