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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Wed, 7 Jul 2010 20:21:42 -0400 |

Thanks for the comma! Steve On Wed, Jul 7, 2010 at 8:18 PM, Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com> wrote: > 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/ > -- 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/

**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>

**Re: st: Fw: Multiple One-Tailed Tests***From:*Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>

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