The SPP Procedure

Covariate Dependence Tests

For analyses that include covariates, the SPP procedure implements nonparametric goodness-of-fit tests that are based on the empirical distribution function (EDF). PROC SPP provides weighted EDF tests that depend primarily on the covariate values.

The next subsection reviews the EDF tests that are at the heart of covariate dependency testing, and the subsequent subsection describes the covariate dependency tests in more detail.