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st: Test Joint Hypothesis of several Inequalities?


From   Jen Zhen <jenzhen99@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Test Joint Hypothesis of several Inequalities?
Date   Sat, 4 Dec 2010 14:47:16 +0100

Dear Listers,

I have run -reg outcome D1 D2 D3 D4 D5- and would like to test the
hypothesis that all 5 dummies have a negative coefficient.
In the regression output I find that some have positive and some
negative signs, and none is statistically significant on its own,
after controlling for the others.

Now I'm wondering how I could best test my hypothesis that "D1<0 &
D2<0 & D3<0 & D4<0 & D5<0", or test the alternative that each of them
is >=0.

I understand previous list entries as saying that I should test the
Null that a coefficient is zero, and then reject my true Null if
either the sign is wrong or the p-value of the 0 Null divided by 2 is
still in excess of 1 minus my desired confidence level?

But how would I test a joint hypothesis comprising several inequalities?

Thanks a lot,
JZ
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