Testing Hypotheses in Multivariate Linear Regression Using SAS?

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To test hypotheses in multivariate linear regression using SAS, a t-test can be employed to evaluate whether beta1 and beta2 are equal to zero, with degrees of freedom calculated as n-3. Each variable can be tested separately, but caution is advised if x1 and x2 are highly correlated, as this may affect conclusions. The provided SAS code using PROC REG correctly sets up the model and tests for each coefficient. To save the p-values from each test to a new dataset, additional coding is needed to capture the output from the regression analysis. Proper implementation ensures accurate hypothesis testing in multivariate contexts.
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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?
 
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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.
 
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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