sas >> P-value (significance testing )

by rangoonraja123 » Sun, 11 Mar 2007 15:11:00 GMT

Hi All,

How are you doing.

I am interested in calculating significance test for annual percent
change(APC). I was able to calculate annual percent change in SAS by
PROC REG but i am not able to calculate significance level in SAS.
please see description below.

The Annual Percent Change (APC) is calculated by fitting a least
squares regression line to the natural logarithm of the rates, using
the calendar year as a regressor variable.

n = number of years

r = rates

y = Ln(r)

x = calendar year

y = mx + b

APC = 100 * (em - 1)
Significance Test: APC to 0

Testing the hypothesis that the APC is equal to zero is equivalent to
testing the hypothesis that the regression parameter m is equal to
zero. The hypothesis is rejected at a significance level p if
ProbT(abs(m/SEm), n-2)>= 1-p/2, where ProbT(x,n) is the t distribution
function evaluated at x and with n degrees of freedom, and where SEm
is the standard error of m from the regression.


could you please let me know how do i calculate t-test for the above.


Kind Regards,

Raju.



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