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Re: st: one sided t test, multiple coefficients


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: one sided t test, multiple coefficients
Date   Fri, 24 Sep 2010 14:33:34 -0400

--
--There was a thread about this not long ago, starting at
http://www.stata.com/statalist/archive/2010-07/msg00327.html

Steve

Steven J. Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
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On Fri, Sep 24, 2010 at 1:56 PM, Michael N. Mitchell
<Michael.Norman.Mitchell@gmail.com> wrote:
> 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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>
> *
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>

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