An F test is conducted if the degrees of freedom for an effect are nonzero, assuming that there are degrees of freedom for error. Whenever DF is less than Nparm, the description LostDFs is displayed to the far right in the row corresponding to the effect (Figure 2.65). These effects have the opportunity to explain only model sums of squares that have not been attributed to the aliased effects that have absorbed their lost degrees of freedom. It follows that the sum of squares given in the Effect Tests report most likely under represents the “true” sum of squares associated with the effect. If the test is significant, its significance is meaningful. But lack of significance should be interpreted with caution.
For more details, see the section “Statistical Background” in the “Introduction to Statistical Modeling with SAS/STAT Software” chapter of SAS/STAT 14.3 User’s Guide (SAS Institute Inc. 2017).