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From |
Roger Newson <r.newson@imperial.ac.uk> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

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

Date |
Thu, 8 Jul 2010 11:11:43 +0100 |

regress mpg weight length price parmest, level(`=100*(1-0.05/3)') list(, abbr(32))

I hope this helps. Best wishes Roger Roger B Newson BSc MSc DPhil Lecturer in Medical Statistics Respiratory Epidemiology and Public Health Group National Heart and Lung Institute Imperial College London Royal Brompton Campus Room 33, Emmanuel Kaye Building 1B Manresa Road London SW3 6LR UNITED KINGDOM Tel: +44 (0)20 7352 8121 ext 3381 Fax: +44 (0)20 7351 8322 Email: r.newson@imperial.ac.uk Web page: http://www.imperial.ac.uk/nhli/r.newson/ Departmental Web page: http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/ Opinions expressed are those of the author, not of the institution. On 08/07/2010 04:51, Bea Potter wrote:

Thank you all very much for the responses. I was hoping to ask a follow-up question when there are additional regressors y = b0 + b1 x1 + b2 x2 + b3 x3 + u If we still want to test whether we can reject b1>0 and b2<0, how does that change the test statistic? Or please let me know if there is a statistics reference that would be relevant. Thank you again. ----- Original Message ---- From: "Airey, David C"<david.airey@Vanderbilt.Edu> To: "statalist@hsphsun2.harvard.edu"<statalist@hsphsun2.harvard.edu> Sent: Wed, July 7, 2010 6:34:30 PM Subject: Re: st: Fw: Multiple One-Tailed Tests . 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/ * * 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/

* * 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:*Bea Potter <potterb80@yahoo.com>

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