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
"Andreas Drichoutis" <[email protected]>
To
<[email protected]>
Subject
RE: st: joint hypothesis test with one sided alternatives
Date
Wed, 9 Mar 2011 20:04:13 +0200
Can you be more specific? Why do I need to look at the inequalities
separately? Is a separate test valid?
I also tried bootstrapping: bootstrap ((_b[a1]<0)&(_b[a2]>0)): intreg
left right x1 x2
But I get the below output:
----------------------------------------------------------------------------
--
| Observed Bootstrap Normal-based
| Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
_bs_1 | (dropped)
----------------------------------------------------------------------------
--
Andreas Drichoutis
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: Wednesday, March 09, 2011 7:56 PM
To: '[email protected]'
Subject: RE: st: joint hypothesis test with one sided alternatives
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/
*
* 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/