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RE: st: joint hypothesis test with one sided alternatives
From
"Andreas Drichoutis" <[email protected]>
To
<[email protected]>
Subject
RE: st: joint hypothesis test with one sided alternatives
Date
Wed, 9 Mar 2011 19:32:36 +0200
Thanks for the reply.
test does not allow to test inequalities i.e., it only displays two-sided
tests.
Any other solutions?
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Muyang Zhang
Sent: Wednesday, March 09, 2011 7:24 PM
To: [email protected]
Subject: Re: st: joint hypothesis test with one sided alternatives
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
>
>
>
> *
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>
--
Zhang Muyang
China Center for Economic Research
Peking University
Beijing, 100871
China.
*
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*
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