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Re: st: Fw: Multiple One-Tailed Tests


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).

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