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From | Roger Newson <r.newson@imperial.ac.uk> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: Fw: Multiple One-Tailed Tests |
Date | Wed, 7 Jul 2010 17:18:24 +0100 |
regress y x1 x2 regress, level(97.5)The second -regress- command will produce Bonferroni-corrected 97.5% confidence intervals for b1 and b2, whose Cartesian product is a conservative rectangular confidence region for the vector parameter (b1,b2). If the 97.5% confidence interval for b1 is all below zero and the 97.5% confidence interval for b2 is all above zero, then our rectangular confidence interval has excluded all possibilities where b1>0 and b2<0.
I hope this helps. Best wishes Roger Roger B Newson BSc MSc DPhil Lecturer in Medical Statistics Respiratory Epidemiology and Public Health Group National Heart and Lung Institute Imperial College London Royal Brompton Campus Room 33, Emmanuel Kaye Building 1B Manresa Road London SW3 6LR UNITED KINGDOM Tel: +44 (0)20 7352 8121 ext 3381 Fax: +44 (0)20 7351 8322 Email: r.newson@imperial.ac.uk Web page: http://www.imperial.ac.uk/nhli/r.newson/ Departmental Web page: http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/ Opinions expressed are those of the author, not of the institution. On 07/07/2010 16:48, Bea Potter wrote:
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. * * 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/