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]
RE: st: joint hypothesis test with one sided alternatives
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
RE: st: joint hypothesis test with one sided alternatives
Date
Wed, 9 Mar 2011 17:55:52 +0000
Seems that you could (should?) bootstrap the fraction of times your inequalities are both satisfied.
Note that if a1 < 0 and a2 > 0 then a1 * a2 < 0 so you need to look at the inequalities separately.
Nick
[email protected]
Andreas Drichoutis
Thanks for the reply.
test does not allow to test inequalities i.e., it only displays two-sided
tests.
Any other solutions?
Muyang Zhang
They are not equivalent. You can simply use -test- with multiple
equations/inequalities.
2011/3/9 Andreas Drichoutis <[email protected]>:
> 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)))
*
* 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/