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

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 22:28:22 +0200 |

Hello Kit, thank you very much for the explanation!

Thanks, Ida Zitat von Kit Baum <baum@bc.edu>:

<> Recognize that any F statistic with one numerator d.f. and K denominator d.f.s is the square of a t-statistic with K d.f., and has exactly the same p-values. So you can always turn an F test that involves one numerator d.f. (which may involve more than two coefficients, by the way) into a t-test. When doing one-sided tests, the important thing is to recognize that if the point estimate is on the 'wrong' side, you can never reject. So if Ho: \beta_1 >= \beta_2 vs Ha: \beta_1 < \beta2, and your point estimate for \beta_1 is greater than your estimate for \beta_2, you can never reject the null. You need a \beta_1 that is sufficiently less than \beta_2 to do so. That said, if you're on the 'right' side, you can halve the reported p-value, as it is calculated for a two-tailed test. sysuse auto,clear reg price i.foreign#c.mpg test 0b.foreign#c.mpg = 1.foreign#c.mpg In this example the domestic coefficient (\beta_1) is less than the foreign coefficient (\beta_2), and on a one-tailed test we can reject at better than 99%. Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * 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/

**References**:**st: re: one-sided p-value using test x1=x2***From:*Kit Baum <baum@bc.edu>

- Prev by Date:
**st: re: one-sided p-value using test x1=x2** - Next by Date:
**AW: st: RE: Looping over values of a string variable to create twoways** - Previous by thread:
**st: re: one-sided p-value using test x1=x2** - Next by thread:
**st: re: one-sided p-value using test x1=x2** - Index(es):

© Copyright 1996–2017 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |