Hi,
I wish to conduct a positive hypothesis test within my multi-variable model through the Wald test.
For example I wish to test C(3) > 0. However I am unable to complete this action. I.e. I just want to test whether one variable within the model has a relationship greater than 0 against the dependent.
Please advise.
Positive Hypothesis Wald test
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3798
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Re: Positive Hypothesis Wald test
You will need to look up the one-tailed critical value of the t-statistic in a table.
Re: Positive Hypothesis Wald test
Thank you for your swift reply.
So my critical value is 1.6529 with the DF being 190. So would I perform the Wald test C(3) = 0 and use the T-statistic produced above the F-Stat and Chi-Square?
So my critical value is 1.6529 with the DF being 190. So would I perform the Wald test C(3) = 0 and use the T-statistic produced above the F-Stat and Chi-Square?
-
startz
- Non-normality and collinearity are NOT problems!
- Posts: 3798
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Positive Hypothesis Wald test
That's right. Note that you may find the t-statistic displayed with the equation output without having to go to the Wald screen.Thank you for your swift reply.
So my critical value is 1.6529 with the DF being 190. So would I perform the Wald test C(3) = 0 and use the T-statistic produced above the F-Stat and Chi-Square?
Re: Positive Hypothesis Wald test
Greatly appreciated Startz!
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