Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: joint hypothesis test with one sided alternatives
From
"Andreas Drichoutis" <[email protected]>
To
<[email protected]>
Subject
st: joint hypothesis test with one sided alternatives
Date
Wed, 9 Mar 2011 19:13:33 +0200
Dear all,
I estimate an interval regression model of the form Y=_cons+a1*X1+a2*X2 .
How would I run a joint hypothesis test with one sided alternatives e.g.
that a1>0 & a2<0.
Is this equivalent to testing a1*a2<0 ? Is it valid to use?:
testnl _b[a1]*_b[a2]=0
local sign_test=sign(_b[a1]*_b[a2])
di _b[a1]*_b[a2] " H0: coef<0 p-value= "
1-normal(`sign_test'*sqrt(r(chi2)))
Best,
Andreas Drichoutis
*
* 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/