How do I perform an one sided t-test between two regression coefficients? Of course, it should take into account the different beta coefficient and its corresponding standard error.
Example:
Code:
. sysuse auto
(1978 Automobile Data)
. reg mpg headroom weight displacement gear_ratio
Source | SS df MS Number of obs = 74
-------------+---------------------------------- F(4, 69) = 32.72
Model | 1599.93693 4 399.984232 Prob > F = 0.0000
Residual | 843.522532 69 12.2249642 R-squared = 0.6548
-------------+---------------------------------- Adj R-squared = 0.6348
Total | 2443.45946 73 33.4720474 Root MSE = 3.4964
------------------------------------------------------------------------------
mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
headroom | -.2543924 .5562903 -0.46 0.649 -1.364161 .8553762
weight | -.0064504 .0011968 -5.39 0.000 -.0088379 -.0040629
displacement | .0082948 .0117199 0.71 0.481 -.0150858 .0316754
gear_ratio | .6764766 1.608566 0.42 0.675 -2.532525 3.885478
_cons | 37.85946 6.633312 5.71 0.000 24.62637 51.09256
------------------------------------------------------------------------------H0: b[weight] >= b[headroom]
(H0: 5*b[weight] >= b[headroom]
How do I perform an one sided t-test between these two regression coefficients?
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