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Re: test: changing significance levels
At 02:24 PM 3/24/2005 -0500, Yvonne Capstick wrote:
I apologize for such a simple question. I am using the "test" command to
test for equality of coefficients under an F-test, having just performed a
regression. Is there any way of either:
1. Look at the coefficients and see if the difference is in the
hypothesized direction. If so, then
a) changing the command to test that one coefficient is greater than the
other (i.e. specifiy a one-sided alternative hypothesis)
b) specifying a different signficance level than 5%. Unlike for other
commands, an option ", sig" does not seem to be available for "test".
I've tried "help test" but it hasn't listed anything that can help.
2. Take the reported probability and divide by 2. e.g. if it says Prob >
F = .06, the one-tailed probability is .03.
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