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st: one-sided p-value using test x1=x2

From   [email protected]
To   [email protected]
Subject   st: one-sided p-value using test x1=x2
Date   Wed, 30 Sep 2009 19:05:20 +0200

Hello all,

can anyone help me how to calculate the one-sided p-value of a F-test testing coefficients from panel regressions? (test x1=x2) For example, I would like to test whether beta1<beta2 and not beta1=beta2. Is it correct when I just divide the p-value by 2 when testing beta1-beta2>0 and calculate (1-p-value/2) when testing beta1-beta2<0? Does anything change when both coefficients are negative? Do I need to take absolute values?

Sorry for bothering you with this rather simple question, but I was not sure whether the FAQ contribution to one-sided tests ( applies to my case, as I want to test the difference between two coefficients (and not whether a coefficient is smaller or larger than zero or another number).

Any help would be highly appreciated!

Regards, Ida

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