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st: Re: changing significance levels


From   "Michael Blasnik" <[email protected]>
To   <[email protected]>
Subject   st: Re: changing significance levels
Date   Thu, 24 Mar 2005 16:40:19 -0500

test gives you a p-value, so there is no significance level to adjust, you can just compare the p-value to whatever cutoff you like.

Michael Blasnik
[email protected]

----- Original Message ----- From: "Yvonne Capstick" <[email protected]>
To: <[email protected]>
Sent: Thursday, March 24, 2005 2:24 PM
Subject: test: changing significance levels



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:

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.

Thanks
YC
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