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Positive Hypothesis Wald test

Posted: Sun May 11, 2014 7:04 am
by ssk322
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.

Re: Positive Hypothesis Wald test

Posted: Sun May 11, 2014 7:40 am
by startz
You will need to look up the one-tailed critical value of the t-statistic in a table.

Re: Positive Hypothesis Wald test

Posted: Sun May 11, 2014 9:36 am
by ssk322
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

Posted: Sun May 11, 2014 9:48 am
by startz
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?
That's right. Note that you may find the t-statistic displayed with the equation output without having to go to the Wald screen.

Re: Positive Hypothesis Wald test

Posted: Sun May 11, 2014 12:11 pm
by ssk322
Greatly appreciated Startz!