Re: st: test of joint significance

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Fri, 11/2/11, Caterina Astarita wrote:
> I have performed the command test var2=var3=0 
> 
> but I'm not sure which is the null hypotesis of the test. 
> 
> I get a very low p value, but this confirm that var2 and
> var2 coefficient are jointly significant? 

You are mixing and matching terminology. Your null hypthesis
is that var2=var3=0, i.e. both var2 and var3 are 
simultatneously 0. A low p-value means that it would be 
unlikely that you would have drawn the sample you did if 
the null-hypothesis were true. In fact, it is so unlikely
that we choose to see that as evidence that there must be
something wrong with the null hypothesis, and thus we 
reject it. The term significant is not wrong in the context
of simultaneous test, but it tends to cause more confusion
than is necessary, so I would just not use that term in your
context. Finally, "confirm" is a bad word in the context of 
testing; we only reject or fail to reject, but we never 
confirm.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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