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


From   [email protected]
To   [email protected]
Subject   Re: st: re: one-sided p-value using test x1=x2
Date   Thu, 01 Oct 2009 21:35:03 +0200

Thanks! This helped me a lot!


Zitat von Kit Baum <[email protected]>:

<>
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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