The ROBUSTREG Procedure

TEST Statement

  • <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 Subscript j Baseline equals 0 comma j equals i 1 comma ellipsis comma i Subscript q Baseline

where q is the total number of parameters of the tested effects.

PROC ROBUSTREG provides two kinds of robust tests: the rho test and the upper R Subscript n Superscript 2 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.

Last updated: December 09, 2022