Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: joint hypothesis test with one sided alternatives


From   Muyang Zhang <[email protected]>
To   [email protected]
Subject   Re: st: joint hypothesis test with one sided alternatives
Date   Wed, 9 Mar 2011 12:23:40 -0500

They are not equivalent. You can simply use -test- with multiple
equations/inequalities.

2011/3/9 Andreas Drichoutis <[email protected]>:
> Dear all,
>
> I estimate an interval regression model of the form Y=_cons+a1*X1+a2*X2 .
>
> How would I run a joint hypothesis test with one sided alternatives e.g.
> that a1>0 & a2<0.
>
> Is this equivalent to testing a1*a2<0 ? Is it valid to use?:
> testnl _b[a1]*_b[a2]=0
> local sign_test=sign(_b[a1]*_b[a2])
> di _b[a1]*_b[a2] "   H0: coef<0 p-value= "
> 1-normal(`sign_test'*sqrt(r(chi2)))
>
>
> Best,
> Andreas Drichoutis
>
>
>
> *
> *   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/
>



-- 
Zhang Muyang
China Center for Economic Research
Peking University
Beijing, 100871
China.

*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index