我要test回归系数在两个subsamples 下是不是显著不同,请问应如何实现,模型和数据如下:
Proc reg data=ds;
model y=x;
run;
我想看x的系数分别在sample=1 和sample=2 是不是显著相同,我知道可以用wald test,在sas应怎样用的呢?谢谢。
| obs | y | x | sample |
| 1 | 0.8 | 1.3 | 1 |
| 2 | 0.5 | 0.5 | 1 |
| 3 | 0.3 | 0.3 | 1 |
| 4 | 0.1 | 0.5 | 1 |
| 5 | 0.6 | 0.7 | 1 |
| 6 | 0.8 | 1.4 | 1 |
| 7 | 0.2 | 1.0 | 1 |
| 8 | 0.3 | 0.8 | 1 |
| 9 | 0.1 | 0.6 | 1 |
| 10 | 0.3 | 0.4 | 1 |
| 11 | 0.2 | 0.2 | 2 |
| 12 | 0.6 | 0.6 | 2 |
| 13 | 0.0 | 0.5 | 2 |
| 14 | 1.0 | 1.0 | 2 |
| 15 | 0.8 | 1.3 | 2 |
| 16 | 0.7 | 1.1 | 2 |
| 17 | 0.1 | 0.1 | 2 |
| 18 | 0.2 | 1.0 | 2 |
| 19 | 0.5 | 0.8 | 2 |
| 20 | 0.0 | 0.5 | 2 |