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Re: st: Fw: Multiple One-Tailed Tests


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fw: Multiple One-Tailed Tests
Date   Wed, 7 Jul 2010 20:11:43 -0400

I should have added that -ellip- is by Anders Alexandersson and that
it is described in a free Stata Journal article
http://www.stata-journal.com/sjpdf.html?articlenum=gr32_1

Steve

On Wed, Jul 7, 2010 at 8:00 PM, Steve Samuels <sjsamuels@gmail.com> wrote:
> The joint confidence interval for the coefficients is an ellipse, and
> can be plotted with the package -ellip- (-findit-) at SSC.   -ellip-
> only works after -regress-.
>
> **************CODE BEGINS**********
> sysuse auto, clear
> gen wt1000 = weight/1000
> reg mpg rep78  wt1000
> ellip rep78 wt1000 coef xline(0) yline(0)
> *************CODE ENDS******
>
> Steve
>
> On Wed, Jul 7, 2010 at 6:34 PM, Airey, David C
> <david.airey@vanderbilt.edu> wrote:
>> .
>>
>> Because each coefficient is tested with the symmetric t distribution, we can make both of those alpha/2. And then their joint test, is what is wanted.
>>
>> Thanks for clarifying that one, Roger and Maarten.
>>
>>
>> --- 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
>>
>>
>>
>>
>> *
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>>
>
>
>
> --
> Steven Samuels
> sjsamuels@gmail.com
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> Voice: 845-246-0774
> Fax:    206-202-4783
>



-- 
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783

*
*   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/


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