[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Richard Williams <Richard.A.Williams.5@nd.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: test: changing significance levels |

Date |
Thu, 24 Mar 2005 14:50:44 -0500 |

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.

*

* For searches and help try:

* http://www.stata.com/support/faqs/res/findit.html

* http://www.stata.com/support/statalist/faq

* http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: Rolling calendar estimates***From:*Nick Winter <nw53@cornell.edu>

**test: changing significance levels***From:*"Yvonne Capstick" <yvonnecapstick@hotmail.com>

- Prev by Date:
**st: How do I take out the individual effects from xtivreg?** - Next by Date:
**Re: st: about the newey in Stata** - Previous by thread:
**test: changing significance levels** - Next by thread:
**st: Re: changing significance levels** - Index(es):

© Copyright 1996–2017 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |