The HPCOUNTREG Procedure

TEST Statement

<label:>

  • TEST <'string'> equation1 <, equation2…> / <test-options> ;

The TEST statement performs Wald, Lagrange multiplier, and likelihood ratio tests of linear hypotheses about the regression parameters that are specified in the preceding MODEL statement.

You can add a label (which is printed in the output) to a TEST statement in two ways: add an unquoted label followed by a colon before the TEST keyword, or add a quoted string after the TEST keyword. The unquoted label cannot contain any spaces. If you include both an unquoted label and a quoted string, PROC HPCOUNTREG uses the unquoted label. If you specify neither an unquoted label nor a quoted string, PROC HPCOUNTREG automatically labels the tests.

Each equation specifies a linear hypothesis to be tested and consists of regression parameter names and relational operators. The regression parameter names are as shown in the Parameter column of the "Parameter Estimates" table. For more information about how parameters are named in the TEST statement, the section Parameter Naming Conventions for the RESTRICT, TEST, BOUNDS, and INIT Statements. Only linear equality restrictions and tests are permitted in PROC COUNTREG. Test equations can consist only of algebraic operations that involve the addition symbol (+), subtraction symbol (-), and multiplication symbol (*).

All hypotheses in one TEST statement are tested jointly.

You can specify the following test-options after a slash (/):

ALL

requests Wald, Lagrange multiplier, and likelihood ratio tests.

LM

requests the Lagrange multiplier test.

LR

requests the likelihood ratio test.

WALD

requests the Wald test.

By default, the Wald test is performed.

The following illustrates the use of the TEST statement: 

   proc hpcountreg;
      model y = x1 x2 x3;
      test x1 = 0, x2 * .5 + 2 * x3 = 0;
      test _int: test intercept = 0, x3 = 0;
   run;

The first test investigates the joint hypothesis that

\[ \beta _{1} = 0 \]

and

\[ 0.5 \beta _{2} + 2 \beta _{3} = 0 \]

Only linear equality restrictions and tests are permitted in PROC HPCOUNTREG. Tests expressions can consist only of algebraic operations that involve the addition symbol (+), subtraction symbol (-), and multiplication symbol (*).