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Re: st: Fw: Multiple One-Tailed Tests


From   Roger Newson <r.newson@imperial.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Fw: Multiple One-Tailed Tests
Date   Wed, 7 Jul 2010 17:18:24 +0100

I don't know why anybody would want to do a 1-tailed test, except if the distribution of the test statistic, under the null hypothesis, really IS one-tailed. However, you can calculate a conservative joint confidence region for b1 and b2 by typing

regress y x1 x2
regress, level(97.5)

The second -regress- command will produce Bonferroni-corrected 97.5% confidence intervals for b1 and b2, whose Cartesian product is a conservative rectangular confidence region for the vector parameter (b1,b2). If the 97.5% confidence interval for b1 is all below zero and the 97.5% confidence interval for b2 is all above zero, then our rectangular confidence interval has excluded all possibilities where b1>0 and b2<0.

I hope this helps.

Best wishes

Roger


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

On 07/07/2010 16:48, Bea Potter wrote:
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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