SPATIALREG Procedure

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The TEST statement performs Wald, Lagrange multiplier, and likelihood ratio tests of linear hypotheses about the parameters in your model. Each equation specifies a linear hypothesis to be tested. All hypotheses in one TEST statement are tested jointly. Variable names in the equations must correspond to regressors in the preceding MODEL statement, and each name represents the coefficient of the corresponding regressor. The keyword INTERCEPT refers to the coefficient of the intercept. The keywords _rho and _lambda refer to the autoregressive coefficients and , respectively. In addition, the keyword _sigma2 refers to the variance parameter .

You can specify the following options after the slash (/):

The following statements illustrate the use of the TEST statement:

proc spatialreg data=dat;
   model y = x1 x2 x3/type=LINEAR;
   test x1 = 0, x2 * .5 + 2 * x3 = 0/ALL;
   test_int: test intercept = 0, x3 = 0/LR;
run;

The first test investigates the joint hypothesis that and .

Only linear equality tests are permitted in PROC SPATIALREG. Tests expressions can be composed only of algebraic operations that use the addition symbol (+), subtraction symbol (–), and multiplication symbol (*).

The TEST statement accepts labels that are reproduced in the printed output. TEST statements can be labeled in two ways: a TEST statement can be preceded by a label followed by a colon, or the keyword TEST can be followed by a quoted string. If both are present, PROC SPATIALREG uses the label preceding the colon. If no label is specified, PROC SPATIALREG automatically labels the tests.