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Re: st: one sided t test, multiple coefficients
From
Steve Samuels <[email protected]>
To
[email protected]
Subject
Re: st: one sided t test, multiple coefficients
Date
Fri, 24 Sep 2010 14:33:34 -0400
--
--There was a thread about this not long ago, starting at
http://www.stata.com/statalist/archive/2010-07/msg00327.html
Steve
Steven J. Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax: 206-202-4783
On Fri, Sep 24, 2010 at 1:56 PM, Michael N. Mitchell
<[email protected]> wrote:
> Dear Ignacio
>
> If you are doing a test like
>
> . regress y a b c
> . test a b
>
> I am not aware of anything built into Stata that will formulate this as a
> one tailed test, given that it is testing an omnibus hypothesis
>
> Ho: Ba = 0, Bb = 0
>
> But it would seem that you could inspect the direction of the effect
> yourself and divide the alpha accordingly. But, I think that there are more
> sophisticated methods that have been published on this (I think Tukey wrote
> something on this).
>
> I hope this helps,
>
> Michael N. Mitchell
> Data Management Using Stata - http://www.stata.com/bookstore/dmus.html
> A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
> Stata tidbit of the week - http://www.MichaelNormanMitchell.com
>
>
>
> On 2010-09-24 10.51 AM, Andres Susaeta wrote:
>>
>> Hello Stat listers,
>> It seems to be a simple question but I haven't been able to figure it
>> out yet. I'm trying to perform a simple test for multiple coefficients
>> (Wald test). Stata provides the test command to do it but it is a two
>> side one. Is there any code for one tailed test for multiple
>> coefficients?
>>
>> Ignacio
>> *
>> * For searches and help try:
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>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/