
#1
May2210, 03:02 AM

P: 2

I have a model y= beta0 + beta1 x1 + beta2 x2 + eps, eps~N(0,1).
How to test hypothesis beta1=0 ? Is the same test for beta2=0? 



#2
May2210, 06:35 AM

P: 66

you can use a t test just like you do in simple linear regression,
except the degrees of freedom is n3 not n2, You can test each variable separately. you have to be careful about any conlcusions you make for example if x1 and x2 are highly correlated. 



#3
May3110, 05:36 PM

P: 2

Can someone help me to do this in SAS?
Is this correct? PROC REG DATA = dataset; MODEL y = x1 x2; test x1=0 ; test x2=0; run; How can I save p value from each test to a new data? 


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