Hypothesis testing 2

# Hypothesis testing 2 - Test to perform Sides Hypotheses...

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Test to perform Sides Hypotheses Confidence interval Test statistic P-value P-value in Stata Notes Two- sided H 0 : μ = * H A : * If * is outside X ± t α , n 1 s x n If X * s x n > t 2 , n 1 If 2 P T n 1 > X * s x n < “ttest X = * Or: “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 0 : = * H A : < * or H 0 : > * 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 < “ttest X = * Or: “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 * or * X , whichever is positive. When using “regress” in Stata, divide the p-value in half for a one-tailed test. Two- sided H 0 : p = p * H A : p p * If p * is outside ˆ p ± z ˆ p (1 ˆ p ) n If ˆ p p * ˆ p (1 ˆ p )/ n > z If 2 P Z > ˆ p p * ˆ p (1 ˆ p )/ n <
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## This note was uploaded on 01/11/2012 for the course ECON 400 taught by Professor Turchi during the Fall '08 term at UNC.

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