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RE: st: RE: Joint one-sided t


From   "Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: RE: Joint one-sided t
Date   Fri, 2 Sep 2011 12:28:17 -0500

Then this only one 1-sided test. It is not "joint". You can easily do this with lincom and use the usual method to get the one-sided P-value from the Z statistic. For example if your alternative is that x1+x2+x3 >0, then P = normal(-Z). 

lincom_b[x1] +_b[x2] + _b[x3]
local Z = r(estimate)/r(se)
di normal(-(`Z'))




Al Feiveson

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Jean Sepulveda Umanzor
Sent: Friday, September 02, 2011 1:15 PM
To: [email protected]
Cc: [email protected]
Subject: Re: st: RE: Joint one-sided t

(x1+x2+x3)>0


Thanks

-----------------------------
Jean Sepulveda Umanzor
School of Business and Economics
Universidad del Desarrollo
Ainavillo 456, Concepcion, Chile
Phone: 56-41-2268734
Fax: 56-41-2268702
E-mail: [email protected]
Web: http://negocios.udd.cl/jean-p-sepulveda/



El Sep 2, 2011, a las 1:06 PM, "Feiveson, Alan H. (JSC-SK311)" <[email protected]> escribió:

> test (x1+x2+x3 > 0) or test(x1 > 0, x2 > 0, and x3 > 0)?
> 
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of Jean Sepulveda Umanzor
> Sent: Friday, September 02, 2011 10:23 AM
> To: [email protected]
> Subject: st: Joint one-sided test
> 
> Dear All,
> 
> Does any of you know how to perform a joint one-sided test in stata? I 
> am running the model y = x1 + x2 + x3, and after estimation (by xtabond) 
> I want to test a joint test as "test (x1+x2+x3) >0",  but have no luck 
> doing it. Hope someone have some advice,
> 
> regards,
> 
> Jean
> 
> -- 
> Jean Sepulveda Umanzor, Ph.D.
> School of Business and Economics
> Universidad del Desarrollo
> Ainavillo 456, Concepcion, Chile
> Phone: 56-41-2268591
> Fax: 56-41-2268702
> Email: [email protected]
> Web: http://negocios.udd.cl/jean-p-sepulveda/
> 
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