Applied Regression Analysis by John Fox Chapter 9: Statistical Theory for Linear Models | SAS Textbook Examples

Linear contrasts on data file friendly on page 209. The option /E on the contrast statement gives the entire vector.

proc means data=friendly;
  class cond;
  var correct;
run;
proc glm data=friendly;
  class cond;
  model correct=cond;
  contrast 'SRF vs. others' cond  -0.5 -0.5 1 /E;
  contrast 'B vs. M'  cond  1 -1 0 /E;
run;
quit;

The MEANS Procedure
                            Analysis Variable : correct
              N
cond        Obs     N            Mean         Std Dev         Minimum         Maximum
-------------------------------------------------------------------------------------
Before       10    10      36.6000000       5.3374984      24.0000000      40.0000000
Meshed       10    10      36.6000000       3.0258149      30.0000000      40.0000000
SFR          10    10      30.3000000       7.3340909      21.0000000      39.0000000
-------------------------------------------------------------------------------------
The GLM Procedure
         Class Level Information
Class         Levels    Values
cond               3    Before Meshed SFR
Number of observations    30
The GLM Procedure
Coefficients for Contrast SRF vs. others
                           Row 1
Intercept                      0
cond      Before            -0.5
cond      Meshed            -0.5
cond      SFR                  1
The GLM Procedure
Coefficients for Contrast B vs. M
                           Row 1
Intercept                      0
cond      Before               1
cond      Meshed              -1
cond      SFR                  0
The GLM Procedure
Dependent Variable: correct
                                        Sum of
Source                      DF         Squares     Mean Square    F Value    Pr > F
Model                        2      264.600000      132.300000       4.34    0.0232
Error                       27      822.900000       30.477778
Corrected Total             29     1087.500000
R-Square     Coeff Var      Root MSE    correct Mean
0.243310      16.00194      5.520668        34.50000
Source                      DF       Type I SS     Mean Square    F Value    Pr > F
cond                         2     264.6000000     132.3000000       4.34    0.0232
Source                      DF     Type III SS     Mean Square    F Value    Pr > F
cond                         2     264.6000000     132.3000000       4.34    0.0232
Contrast                    DF     Contrast SS     Mean Square    F Value    Pr > F
SRF vs. others               1     264.6000000     264.6000000       8.68    0.0065
B vs. M                      1       0.0000000       0.0000000       0.00    1.0000

Calculation on page 214 and calculation on page 222 using data file duncan.

data inpt;
  set duncan;
  incpt=1;
run;
proc iml;
  use inpt;
  read all;
  x =  incpt || income || educ ;
  b=INV(x`*x)*x`*prestige;
  print b; /*regression coefficients*/

  r=prestige-x*b;
  v=(r`*r)/42;
  V2=v*INV(x`*x);
  d=diag(V2);
  a=sqrt(d);
  print a; /*estimated standard errors */
quit;
    B
-6.064663
0.5987328
0.5458339
              A
4.2719412         0         0
        0 0.1196673         0
        0         0 0.0982526