The ROBUSTREG Procedure
<label:> TEST effects ;
When you use M estimation and MM estimation, the TEST statement provides a means of obtaining a test for the canonical linear hypothesis about the parameters of the tested effects
![\[ \theta _{j} = 0, \ \ j=i_1,\ldots ,i_ q \]](images/statug_rreg0027.png){kind=small}
where q 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.