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Re: st: one sided t test, multiple coefficients


From   "Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: one sided t test, multiple coefficients
Date   Fri, 24 Sep 2010 10:56:45 -0700

Dear Ignacio

  If you are doing a test like

. regress y a b c
. test a b

I am not aware of anything built into Stata that will formulate this as a one tailed test, given that it is testing an omnibus hypothesis

  Ho: Ba = 0, Bb = 0

But it would seem that you could inspect the direction of the effect yourself and divide the alpha accordingly. But, I think that there are more sophisticated methods that have been published on this (I think Tukey wrote something on this).

I hope this helps,

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2010-09-24 10.51 AM, Andres Susaeta wrote:
Hello Stat listers,
It seems to be a simple question but I haven't been able to figure it
out yet. I'm trying to perform a simple test for multiple coefficients
(Wald test). Stata provides the test command to do it but it is a two
side one. Is there any code for one tailed test for multiple
coefficients?

Ignacio
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