Search found 5 matches

by rojjo
Wed May 26, 2010 6:27 pm
Forum: Estimation
Topic: t-test on β3>β4 reparameterization
Replies: 10
Views: 8922

Re: t-test on β3>β4 reparameterization

The sign doesn't matter, except that the "t" can come out positive or negative and one rejects on a one-tailed test while the other doesn't. Wouldn't you say it is very important though, whether to reject or fail to reject null? Atleast for my purposes it is. The alternative hypothesis st...
by rojjo
Wed May 26, 2010 10:01 am
Forum: Estimation
Topic: t-test on β3>β4 reparameterization
Replies: 10
Views: 8922

Re: t-test on β3>β4 reparameterization

Startz,

I know I'm being a pain in the ass now, but just to make sure: so it doesn't make any difference that the coefficient are negative, it will just be absolute value anyway?
by rojjo
Wed May 26, 2010 9:46 am
Forum: Estimation
Topic: t-test on β3>β4 reparameterization
Replies: 10
Views: 8922

Re: t-test on β3>β4 reparameterization

Oh I probably misinterpreted the p-value. HP+WTKG -0.003715 0.000426 -8.718605 0.0000 For H0: Φ=0, H1: Φ>0 The p-value is 0.0000 from the standard normal table with -8.71 But for the right tail its 1-0.000= 1 So at 0.05 significance i have 1>0.05 Fail to Reject null -8.71<1.645 fail Reject null Corr...
by rojjo
Wed May 26, 2010 9:34 am
Forum: Estimation
Topic: t-test on β3>β4 reparameterization
Replies: 10
Views: 8922

Re: t-test on β3>β4 reparameterization

OK, so what would I put as the restriction in the Wald-test?
by rojjo
Wed May 26, 2010 9:17 am
Forum: Estimation
Topic: t-test on β3>β4 reparameterization
Replies: 10
Views: 8922

t-test on β3>β4 reparameterization

Hi, I'm running a multiple linear regression on the dependent variable KMLIT and independent variables CYL, ENGCM3, HP and WTKG I need to do a t-test to see if one unit increase in HP has greater detrimental effect than one unit increase in WTKG. With reparameterization: Test β3>β4 = β3-β4=0 Let Φ=β...

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