Statalist


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

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


From   Kit Baum <kitbaum@mac.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: one-sided p-value using test x1=x2
Date   Wed, 30 Sep 2009 19:01:55 -0400

<>
Does it mean, that if I have two negative coefficients and want to
test whether the one (which has the more negative point estimate) is
significantly more negative then the other, I can divide the p-value
by two and reject (or resepctively not reject) the null-hypothesis?

Yes. If the null is that the coefficients are equal (or, in one-tailed terms, h0: \beta_1 >= \beta_2) then what you need to reject on a one- tailed basis is that \beta_1 << \beta_2 in terms of the point estimates. The p-val for that test is one-half the two-sided p-val reported for a test of equality of the coefficients.

Kit Baum
kitbaum@me.com



*
*   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