Date: Mon, 10 Nov 2008 17:03:59 -0800
Reply-To: stringplayer_2@yahoo.com
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Dale McLerran <stringplayer_2@YAHOO.COM>
Subject: Re: SAS wald test
In-Reply-To: <53406d55-68a1-4bf4-a1d1-0b7bb2d1be1c@g17g2000prg.googlegroups.com>
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--- On Mon, 11/10/08, clyde013@YAHOO.COM <clyde013@YAHOO.COM> wrote:
> From: clyde013@YAHOO.COM <clyde013@YAHOO.COM>
> Subject: Re: SAS wald test
> To: SAS-L@LISTSERV.UGA.EDU
> Date: Monday, November 10, 2008, 4:53 PM
> On Nov 10, 1:20 pm, stringplaye...@yahoo.com (Dale McLerran)
> wrote:
> > --- On Mon, 11/10/08, clyde...@YAHOO.COM
> <clyde...@YAHOO.COM> wrote:
> >
> >
> >
> >
> >
> > > From: clyde...@YAHOO.COM
> <clyde...@YAHOO.COM>
> > > Subject: SAS wald test
> > > To: SA...@LISTSERV.UGA.EDU
> > > Date: Monday, November 10, 2008, 9:35 AM
> > > I have one data set consisting of 2 groups.
> Group 1 f=1 and
> > > Group 2
> > > f=0. I am looking to compare parameter estimates
> for these
> > > two groups
> > > with a Wald Chi-square test statistic. Can
> someone specify
> > > how I'd go
> > > about doing that?
> >
> > > For example, right now my code for the regression
> looks
> > > like this:
> >
> > > proc reg data=gg11;
> > > model retpi = dummy; by f; run;
> >
> > > what I need to do is compare the coefficient on
> dummy for
> > > when f=1 and
> > > when f=0 using a wald test. Thanks in advance for
> any help!
> >
> > Clyde,
> >
> > This appears to be some sort of homework problem, so I
> won't
> > give you all the details of how to get a Wald
> chi-square test.
> > However, I feel it is safe to provide some direction
> for where
> > to look. Take a look at the documentation of the
> GENMOD
> > procedure, and especially at the sections
> >
> > SYNTAX --> MODEL Statement
> > DETAILS --> Type 3 Analysis
> >
> > Good luck,
> >
> > Dale
> >
> > ---------------------------------------
> > Dale McLerran
> > Fred Hutchinson Cancer Research Center
> > mailto: dmclerra@NO_SPAMfhcrc.org
> > Ph: (206) 667-2926
> > Fax: (206) 667-5977
> > ---------------------------------------- Hide quoted
> text -
> >
> > - Show quoted text -
>
>
> Thanks. I tried the following code and am still getting
> the wrong
> statistic. What am i forgetting??
>
> proc genmod data=gg11;
> class f;
> model retpi=dummy /type3 wald ;run;
>
> Is this doing what I need it to be? Is it comparing the
> parameter
> estimate on the dummy variable for class f=1 to f=0??
Clyde,
You are close. I think I can assist further. You have named
f on the CLASS statement. But where does f appear in your
model?
Additional hint: you need to compare both intercept and slope
parameters, right? So f needs to modify two parameters of
your model. How can you get f to modify both slope and
intercept?
HTH,
Dale
---------------------------------------
Dale McLerran
Fred Hutchinson Cancer Research Center
mailto: dmclerra@NO_SPAMfhcrc.org
Ph: (206) 667-2926
Fax: (206) 667-5977
---------------------------------------
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