With M estimation and MM estimation, the TEST statement provides a means of obtaining a test for the canonical linear hypothesis concerning the parameters of the tested effects

where is the total number of parameters of the tested effects.

PROC ROBUSTREG provides two kinds of robust tests: the test and the test. They are described in the section Details: ROBUSTREG Procedure. No test is available for LTS and S estimation.

The optional label, which must be a valid SAS name, is used to label output from the corresponding TEST statement.