The Effect Tests report gives the following information:

Source

A list of the effects in the model.

Nparm

The number of parameters associated with the effect.

DF

The degrees of freedom for the Wald ChiSquare test. This is the number of nonzero parameter estimates associated with the effect in the model.

Wald ChiSquare

The ChiSquare value for a Wald test of whether all parameters associated with the effect are zero.

Prob > ChiSquare

The p-value for the Wald ChiSquare test.

The following columns appear in the report in place of Wald ChiSquare and Prob > ChiSquare when the Distribution is Normal and there is no penalty in the estimation method:

Sum of Squares

The sum of squares for the hypothesis that the effect is zero.

F Ratio

The F statistic for testing that the effect is zero. The F Ratio is the ratio of the mean square for the effect divided by the mean square for error. The mean square for the effect is the sum of squares for the effect divided by its degrees of freedom.

Prob > F

The p-value for the effect test.

If the coefficient for an effect has been estimated as zero, then:

• If the effect has one degree of freedom, the word “Removed” appears at the far right in the row for that effect.

• If the effect has multiple degrees of freedom, the phrase “Levels removed” appears, followed by the number of levels that correspond to terms with parameter estimates of zero.