htchart

htchart - Test to perform Sides Hypotheses Confidence...

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Unformatted text preview: Test to perform Sides Hypotheses Confidence interval Test statistic P-value P-value in Stata Notes Two- sided H : = * H A : ! * If * is outside X t ! 2 , n " 1 # s x n If X ! * s x n > t " 2 , n ! 1 If 2 ! P T n " 1 > X " * s x n # $ % % & ( ( < ) display 2*ttail( n ! 1 ,( X- * )/( s x / n ^0.5)) Or: reg X ; test _cons= * If n is large, then z-distribution is approximately correct in the manual calculations. In Stata: use either X ! * or * ! X , whichever is positive. Mean One- sided H : = * H A : < * or H : > * H A : < * If * is outside X t ! , n " 1 # s x n If X ! * s x n > t " , n ! 1 If P T n ! 1 > X ! * s x n " # $ $ % & < ( display ttail( n-1,( X- * )/( s x / n ^0.5)) Or: reg X ; test _cons= * If n is large, then z-distribution is approximately correct. Same test if the direction of the inequalities is switched. In Stata: use either X !...
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This document was uploaded on 10/28/2011 for the course ECON 400 at UNC.

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