RE: st: joint hypothesis test with one sided alternatives

["Andreas Drichoutis" <adrihout@cc.uoi.gr>]

Thanks for the reply.

test does not allow to test inequalities i.e., it only displays two-sided
tests.

Any other solutions?
  
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Muyang Zhang
Sent: Wednesday, March 09, 2011 7:24 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: joint hypothesis test with one sided alternatives

They are not equivalent. You can simply use -test- with multiple
equations/inequalities.

2011/3/9 Andreas Drichoutis <adrihout@cc.uoi.gr>:
> 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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