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Re: st: Inequality Hypothsis test


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Inequality Hypothsis test
Date   Tue, 14 Aug 2007 12:05:53 +0100 (BST)

--- Asgar Khademvatani <akhademv@ucalgary.ca> wrote:
> Actually, I am trying to test an inequality hypothesis after
> estimation command such SURE. I tried stata test command and other
> given commands for hypothsis testing but I could not.  Can you
> please let me know how can I test  an inequality hypothesis on Stata?

You can't do that in Stata or in any other package. Remember what a
statistical test is supposed to give you: the probability of drawing
the sample you observed, or a more extreme sample, given that your null
hypothesis is true. So we need to create a distribution of samples
given that he null hypothesis is true. In order to create such a
distribution the null hypothesis must contain an equal sign (either
equal in case of a two sided test, or less than or equal to or more
than or equal to in case of a one sided test).

Hope this helps,
Maarten
 

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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