CSPATIALREG Procedure

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The TEST statement performs Wald, Lagrange multiplier, and likelihood ratio tests of linear hypotheses about the parameters that you specify in the preceding MODEL statement.

You can add a label (which is printed in the output) to a TEST statement in two ways: add an unquoted label followed by a colon before the TEST keyword, or add a quoted string after the TEST keyword. The unquoted label cannot contain spaces. If you include both an unquoted label and a quoted string, PROC CSPATIALREG uses the unquoted label. If you specify neither an unquoted label nor a quoted string, PROC CSPATIALREG automatically labels the tests.

Each equation specifies a linear hypothesis to be tested and consists of regression parameter names and relational operators. The regression parameter names are as shown in the Parameter column of the "Parameter Estimates" table. If a parameter name contains a blank or some other special character (such as '*', '-', '(', or ')'), then you must use the internal name of the parameter to refer to that parameter in the TEST statement. You can specify the PRINTINTERNALNAMES option in the PROC CSPATIALREG statement if you want to see the internal names of the parameters. When you specify the PRINTINTERNALNAMES option, the "Parameter Estimates" table includes an additional column that shows the internal name of each parameter.

For more information about how parameters are named in the TEST statement, see the section Parameter Naming Conventions for RESTRICT, TEST, BOUNDS, and INIT Statements. Only linear equality restrictions and tests are permitted in PROC CSPATIALREG. Test equations can consist only of algebraic operations that involve the addition symbol (+), subtraction symbol (-), and multiplication symbol (*).

All hypotheses in a TEST statement are tested jointly.

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

The following statements illustrate the use of the TEST statement:

proc cspatialreg data=mylib.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 .

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 CSPATIALREG uses the label preceding the colon. If no label is specified, PROC CSPATIALREG automatically labels the tests.