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st: one-sided F test for multiple coefficients


From   Chung Choe <Chung.Choe@ceps.lu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: one-sided F test for multiple coefficients
Date   Thu, 23 Dec 2010 21:19:54 +0100

Hi Statalisters:

When running wage regressions, I include a set of explanatory variables (X1, X2, and X3) along with other control variables. Suppose that the coefficients associated with those variables are b1, b2, and b3. 

In my specific case, the coefficients are supposed to be negative and it turns out that many of them are so. I'd like to conduct a formal test to show the estimates are negative. 

I would want to set up a null hypothesis as follows:

H0: b1>=0, b2>=0, and b3>=0.

Hence if I reject the null, I could conclude that a set of X variables is negatively associated with wages.

First, I wonder if it's correct to apply F-test to this case. 
Second, how do we implement this test in Stata?

Many thanks,

Chung
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