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Re: st: joint hypothesis test with one sided alternatives
From
Muyang Zhang <[email protected]>
To
[email protected]
Subject
Re: st: joint hypothesis test with one sided alternatives
Date
Wed, 9 Mar 2011 12:23:40 -0500
They are not equivalent. You can simply use -test- with multiple
equations/inequalities.
2011/3/9 Andreas Drichoutis <[email protected]>:
> Dear all,
>
> 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)))
>
>
> Best,
> Andreas Drichoutis
>
>
>
> *
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>
--
Zhang Muyang
China Center for Economic Research
Peking University
Beijing, 100871
China.
*
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