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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 20:21:42 -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/


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