how to test summed coefficients
Posted: 23 October 2015 12:56 AM   [ Ignore ]
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Dear All,

I want to test significance of summed coefficients after regression, and I need the t-statistics of the test.

My code is as follows, but it showed me only f-statistics.

proc sort data=mylib2.l_modeldata;
 
key yearascending;
run;
proc reg outest=mylib2.o_m2pooled1 tableout data=mylib2.l_modeldata;
 
model aar difepsb difcfpsb epsb cfpsb/noprint ADJRSQ;
run;
 
test difepsb epsb 0;
 
test difcfpsb cfpsb 0;
run

Could someone help me? Thank you.

Regards,
Emily

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Posted: 23 October 2015 01:27 PM   [ Ignore ]   [ # 1 ]
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hi Emily,

Are you positive this would be a t-test? I thought that a joint test of 2 coefficients would be an F-test (but I’m not sure).

I’ll post a question to the Google group to get some more eyes on it.

Best,

Joost

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Posted: 23 October 2015 08:50 PM   [ Ignore ]   [ # 2 ]
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Joost Impink - 23 October 2015 01:27 PM

hi Emily,

Are you positive this would be a t-test? I thought that a joint test of 2 coefficients would be an F-test (but I’m not sure).

I’ll post a question to the Google group to get some more eyes on it.

Best,

Joost

Dear Joost,

You are so nice. Thank you very much.

Regards,
Emily

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Posted: 24 October 2015 07:33 AM   [ Ignore ]   [ # 3 ]
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You’re welcome! smile

Joost

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Posted: 05 November 2015 09:04 AM   [ Ignore ]   [ # 4 ]
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Google Group reply: https://groups.google.com/forum/#!topic/wrdssas/6E8RHj6XSAY

Dear Emily,

Whilst I am unfamiliar with your coding (I prominently use STATA) from a econometric perspective if you would like to test the statistical significance of multiple variables it is the F-test you require not the T-test.

Regards,

Josh

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