Multivariate linear regression

  • Thread starter Trilli@n
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  • #1
Trilli@n
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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?
 

Answers and Replies

  • #2
Damned charming :)
63
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you can use a t test just like you do in simple linear regression,
except the degrees of freedom is n-3 not n-2,
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
Trilli@n
2
0
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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