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

From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: re: one-sided p-value using test x1=x2
Date   Wed, 30 Sep 2009 19:01:55 -0400

Does it mean, that if I have two negative coefficients and want to
test whether the one (which has the more negative point estimate) is
significantly more negative then the other, I can divide the p-value
by two and reject (or resepctively not reject) the null-hypothesis?

Yes. If the null is that the coefficients are equal (or, in one-tailed terms, h0: \beta_1 >= \beta_2) then what you need to reject on a one- tailed basis is that \beta_1 << \beta_2 in terms of the point estimates. The p-val for that test is one-half the two-sided p-val reported for a test of equality of the coefficients.

Kit Baum
[email protected]

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