Levy Lee wrote:
Just the following simple and naive question
How can i perform a one sided test after a linear regression?
after this regression
regress y x1 x2
i want to test if the coefficient of x2 is greater than 0
-------------------------------------------------------------------------------
A couple of ways:
drawnorm y x1 x2, n(20)
* First way: does the 90% CI for x2 lie above zero? (Tests at alpha = 0.05)
regress y x1 x2, level(90)
* Second way (assumes that you know that the coefficient is greater than zero):
test x2
display r(p) / 2
Joseph Coveney
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
