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re: st: Fw: Multiple One-Tailed Tests


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
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
F-distribution.

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 
though.

-- Maarten

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

http://www.maartenbuis.nl
--------------------------


      

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