TEST Statement :: SAS/ETS(R) 13.1 User's Guide

TEST Statement

TEST <"name"> test1 <, test2 …> <,/ options > ;

The TEST statement performs tests of nonlinear hypotheses on the model parameters.

Each TEST statement applies to the parameters estimated by one FIT statement. TEST statements that appear before or after the first FIT statement are associated with the first FIT statement. Subsequent TEST statements are associated with the FIT statement that precedes them. TEST statements that are separated from a FIT statement by an intervening RUN, SOLVE, or RESET statement are ignored. You can specify any number of TEST statements.

If you specify options on the TEST statement, a comma is required before the “/” character that separates the test expressions from the options, because the “/” character can also be used within test expressions to indicate division.

The label lengths for tests and estimate statements are 256 characters. If the labels exceed this length, the label is truncated to 256 characters with a note printed to the log.

Each test is written as an expression optionally followed by an equal sign (=) and a second expression:

<expression> <= expression >

Test expressions can be composed of parameter names, arithmetic operators, functions, and constants. Comparison operators (such as =) and logical operators (such as &) cannot be used in TEST statement expressions. Parameters named in test expressions must be among the parameters estimated by the associated FIT statement.

If you specify only one expression in a test, that expression is tested against zero. For example, the following two TEST statements are equivalent:

   test a + b;

   test a + b = 0;

When you specify multiple tests in the same TEST statement, a joint test is performed. For example, the following TEST statement tests the joint hypothesis that both A and B are equal to zero.

   test a, b;

To perform separate tests rather than a joint test, use separate TEST statements. For example, the following TEST statements test the two separate hypotheses that A is equal to zero and that B is equal to zero.

   test a;
   test b;

You can use the following options in the TEST statement.

WALD: specifies that a Wald test be computed. By default, the Wald test is computed.
LM RAO LAGRANGE: specifies that a Lagrange multiplier test be computed.
LR LIKE: specifies that a likelihood ratio test be computed.
ALL: requests all three types of tests.
OUT=SAS-data-set: specifies the name of an output SAS data set that contains the test results. The format of the OUT= data set that is produced by the TEST statement is similar to that of the OUTEST= data set produced by the FIT statement.