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st: Re: one sided test


From   Joseph Coveney <jcoveney@bigplanet.com>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Re: one sided test
Date   Sun, 10 Oct 2004 20:52:39 +0900

Levy Lee wrote:

Just the following simple and naive question

How can i perform a one sided test after a linear regression?

after this regression
      regress y x1 x2
i want to test if the coefficient of x2 is greater than 0

-------------------------------------------------------------------------------

A couple of ways:

drawnorm y x1 x2, n(20)
* First way:  does the 90% CI for x2 lie above zero? (Tests at alpha = 0.05)
regress y x1 x2, level(90)
* Second way (assumes that you know that the coefficient is greater than zero):
test x2
display r(p) / 2 
Joseph Coveney


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