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


From   itchiftc@rumms.uni-mannheim.de
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: one-sided p-value using test x1=x2
Date   Wed, 30 Sep 2009 20:29:19 +0200

Hi Martin,

thanks for your reply!
I don't understand, however, how I can use the ttest with regressions with more than one continuous independent variables?

Regards,
Ida

Zitat von Martin Weiss <martin.weiss1@gmx.de>:


<>

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





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