st: Joint hypothesis with one-sided alternatives

["Guillaume Frechette" <gurst1@hotmail.com>]

Dear Statalisters, I am estimating a random effects probit: y = 1{A + BX + e 
>= 0} and my estimated values are a and b (and rho but forget about that 
last one). I need to test the null hypothesis that a>0 and a+b<0. I have 
never performed a joint hypothesis test with inequalities, but I have read 
that the usual Wald test is inappropriate because it treats positive and 
negative misses symmetrically. Apparently, Wolak (`An Exact Test for 
Multiple Inequality and Equality Constraints in the Linear Regression 
Model', Journal of the American Statistical Association, Vol 82, Issue 399, 
Sep. 1987, pp. 782-793) derives such a test for the linear regression model. 
I would like to know:

1. As anybody programmed such a test (if so would you be so kind as to share 
your program).

and/or

2. Do you know of a reference for such a test in the case of something like 
a random effects probit.

and/or

3. Do you have any references that might help or any advice suggestions, etc 
that could help.

Thanks in advance.

Best,

Guillaume


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