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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

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

Date |
Wed, 30 Sep 2009 19:35:16 +0200 |

<> Why don`t you take your cue from official Stata? ************** webuse fuel3, clear ttest mpg, by(treated) reg mpg treated te treated ************** HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of itchiftc@rumms.uni-mannheim.de Sent: Mittwoch, 30. September 2009 19:05 To: statalist@hsphsun2.harvard.edu Subject: st: one-sided p-value using test x1=x2 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/ * * 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/

**Follow-Ups**:**Re: st: RE: one-sided p-value using test x1=x2***From:*itchiftc@rumms.uni-mannheim.de

**References**:**st: one-sided p-value using test x1=x2***From:*itchiftc@rumms.uni-mannheim.de

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