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st: Re: one-tail test

From   Christopher F Baum <[email protected]>
To   [email protected]
Subject   st: Re: one-tail test
Date   Mon, 11 Oct 2004 09:45:20 -0400

On Oct 11, 2004, at 2:33, Levy wrote:

  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
Presuming that the test statistic is of the positive persuasion, divide the reported p-value in half. E.g.

headroom | -659.463 484.5101 -1.36 0.178 -1625.788 306.8619

This test would be insig. at 10% level or better as a two-tailed test, but

. di ttail(74,1.36)

indicates that a t of this (absolute) magnitude would allow us to test that the coeff is negative with a significance level of 91+%, that is, signif. at ten percent level as a one-tailed test.

Kit Baum, Boston College Economics [email protected]

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