Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: one-sided p-value using test x1=x2


From   itchiftc@rumms.uni-mannheim.de
To   statalist@hsphsun2.harvard.edu
Subject   st: one-sided p-value using test x1=x2
Date   Wed, 30 Sep 2009 19:05:20 +0200

Hello all,

can anyone help me how to calculate the one-sided p-value of a F-test testing coefficients from panel regressions? (test x1=x2) For example, I would like to test whether beta1<beta2 and not beta1=beta2. Is it correct when I just divide the p-value by 2 when testing beta1-beta2>0 and calculate (1-p-value/2) when testing beta1-beta2<0? Does anything change when both coefficients are negative? Do I need to take absolute values?

Sorry for bothering you with this rather simple question, but I was not sure whether the FAQ contribution to one-sided tests (http://www.stata.com/support/faqs/stat/oneside.html) applies to my case, as I want to test the difference between two coefficients (and not whether a coefficient is smaller or larger than zero or another number).

Any help would be highly appreciated!

Regards, Ida





*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index