Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

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

re: st: Fw: Multiple One-Tailed Tests

From   Maarten buis <>
Subject   re: st: Fw: Multiple One-Tailed Tests
Date   Wed, 7 Jul 2010 16:30:51 +0000 (GMT)

--- On Wed, 7/7/10, Bea Potter asked:
> > Given the following regression,
> > 
> > y = b0 + b1 x1 + b2 x2 + u 
> > 
> > we want to test whether we can reject b1>0 and
> > b2<0. 

--- On Wed, 7/7/10, Airey, David C answered:
> 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?

If I remember correctly the alpha/2 trick works because the
distribution of the test statistic (t distribution or normal
distribution) is symetric. This is not the case for the

I had a look at this issue a while back, and it turned out 
not to be an easy problem. I'd love to be proven wrong 

-- Maarten

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index