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RE: st: RE: joint significant
Thank you, Justin.
"Assuming you have a 95% confidence level criterion, you will fail to
reject the null hypothesis that the estimated coefficients are jointly
equal to zero with a confidence level of 91%."
How can you tell we reject the null though hypothesis and where is the 91%
from?
F( 1, 538) = 2.1
Prob > F = 0.0890
the p value is 0.0890, which is bigger than 0.05 therefore we reject the
null.
i am using 0.05 as the p value because it is 95% confidnece level criterion.
is this correct?
thank you.
Cheers Jo
From: "White, Justin" <[email protected]>
Reply-To: [email protected]
To: <[email protected]>
Subject: st: RE: joint significant
Date: Tue, 16 Jan 2007 12:23:19 -0500
The Wald Test is a joint significance test. It depends on how you set
up the test if you want to determine if a specific coefficient has the
appropriate sign. The results you included tell us:
Assuming you have a 95% confidence level criterion, you will fail to
reject the null hypothesis that the estimated coefficients are jointly
equal to zero with a confidence level of 91%.
There is no need to use an F-table. The p-value given in the test tells
you the level of confidence. As one of my professors told me
"statistical tables are for luddites".
Hope this helps.
Justin White
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Joanne
Marshall
Sent: Tuesday, January 16, 2007 12:15 PM
To: [email protected]
Subject: st: joint significant
Dear Stata fellow,
If the result which I have worked out is for a joint sign test (Wald
test)
F( 1, 538) = 2.1
Prob > F = 0.0890
how can I tell if this is jointly significant or not? do I look at
0.0790 or
3.10 as F observ to compare with my F crit. Also from the stat. table,
do I
look for F crit under (1,538) at my desirable level on significance or
others?
Cheers
Jo
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