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re: st: Fw: Multiple One-Tailed Tests
From
"Airey, David C" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
re: st: Fw: Multiple One-Tailed Tests
Date
Wed, 7 Jul 2010 11:15:11 -0500
.
The joint test is the F statistic for the model, since b1 and b2 are the only coefficients. So isn't it just alpha/2?
I'll be interested to know the answer to this too.
-Dave
> I think this must be an easy question but I can't find the answer anywhere on
> Statalist.
>
> Given the following regression,
>
> y = b0 + b1 x1 + b2 x2 + u
>
> we want to test whether we can reject b1>0 and b2<0. Unfortunately, it seems
> that the Stata test command only allows me to implement the two-tailed version
> (b1=0 and b2=0). I have found some code that allows me b1>0 OR b2<0 but not both
>
> jointly.
>
> Thank you in advance for any suggestions.
>
>
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