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From |
Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Fw: Multiple One-Tailed Tests |

Date |
Thu, 8 Jul 2010 05:48:52 +0530 |

You probably meant the code to read: *********************************************** sysuse auto, clear gen wt1000 = weight/1000 reg mpg rep78 wt1000 ellip rep78 wt1000, coefs xline(0) yline(0) *********************************************** T 2010/7/8 Steve Samuels <sjsamuels@gmail.com>: > 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 >>> >>> >>> >>> >>> * >>> * 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/ >>> >> >> >> >> -- >> 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/ > -- To every ω-consistent recursive class κ of formulae there correspond recursive class signs r, such that neither v Gen r nor Neg(v Gen r) belongs to Flg(κ) (where v is the free variable of r). * * 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/

**Follow-Ups**:**Re: st: Fw: Multiple One-Tailed Tests***From:*Steve Samuels <sjsamuels@gmail.com>

**References**:**Re: st: Fw: Multiple One-Tailed Tests***From:*"Airey, David C" <david.airey@Vanderbilt.Edu>

**Re: st: Fw: Multiple One-Tailed Tests***From:*Steve Samuels <sjsamuels@gmail.com>

**Re: st: Fw: Multiple One-Tailed Tests***From:*Steve Samuels <sjsamuels@gmail.com>

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