Next: testestim() Up: Regression Macros Help File Previous: stepstatus()   Contents


testbeta(Term, hypValue [,df:T] [,pval:T]), Term a quoted or unquoted
  variable name or an integer term number, hypValue a non-MISSING real

Keywords: regression, hypothesis test
You can use testbeta() to compute a t-statistic to test a null
hypothesis of the form H0: betaj = hypValue, where betaj is a regression
coefficient.  There must be an active regression model, that is you need
to have executed a command of the form regress("y = x" or regress("y=x1
+ x2 + ... xk").

testbeta(Term, betaj0), where Term is the quoted or unquoted name of a
predictor in the regression (for example, "x3" or x3) and betaj0 is a
REAL scalar whose value is the hypothesized value of the regression
coefficient of the predictor.  Term can also be the number of the term
associated with the variable in an ANOVA.

The value is the test statistic Tstat = (betajHat-betaj0)/SE[betajHat].

testbeta(Term, betaj0, pvalue:T) does the same except the value returned
is structure(tstat:Tstat, pvalue:Pvalue), where Pvalue is the two-tail
P-Value associated with Tstat.

testbeta(Term, betaj0, df:Df [, pvalue:T]), returns
structure(tstat:Tstat, df:Df [,pvalue:Pvalue]), where Df = error
degrees of freedom.

  Cmd> regress("y = x", silent:T) # output suppressed

  Cmd> testbeta(x, 1, pvalue:T, df:T) # tests H0: beta = 1

See also secoefs(), twotailt().

Gary Oehlert 2003-01-15