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re: st: Fw: Multiple One-Tailed Tests


From   "Airey, David C" <david.airey@Vanderbilt.Edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   re: st: Fw: Multiple One-Tailed Tests
Date   Wed, 7 Jul 2010 11:15:11 -0500

.

The joint test is the F statistic for the model, since b1 and b2 are the only coefficients. So isn't it just alpha/2?

I'll be interested to know the answer to this too.

-Dave

> I think this must be an easy question but I can't find the answer anywhere on 
> Statalist.
> 
> Given the following regression,
> 
> y = b0 + b1 x1 + b2 x2 + u 
> 
> we want to test whether we can reject b1>0 and b2<0. Unfortunately, it seems 
> that the Stata test command only allows me to implement the two-tailed version 
> (b1=0 and b2=0). I have found some code that allows me b1>0 OR b2<0 but not both 
> 
> jointly. 
> 
> Thank you in advance for any suggestions.
> 
> 

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