Search found 5 matches
- 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...
- 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?
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?
- 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...
- 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?
- 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...
