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

From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: one-sided p-value using test x1=x2
Date   Wed, 30 Sep 2009 19:35:16 +0200


Why don`t you take your cue from official Stata?

webuse fuel3, clear
ttest mpg, by(treated)
reg mpg treated
te treated


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of
[email protected]
Sent: Mittwoch, 30. September 2009 19:05
To: [email protected]
Subject: st: one-sided p-value using test x1=x2

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  

Any help would be highly appreciated!

Regards, Ida

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