问题描述
您可以使用Stata如何针对替代假设检验原假设。如果我有针对H_0:\beta_1=\beta_2=0
的假设H_A:\beta_1 ≠ \beta_2 ≠ 0
。代码是什么?
解决方法
这可以使用testparm
或test
完成:
. sysuse auto,clear
(1978 Automobile Data)
. replace weight = weight/1000
variable weight was int now float
(74 real changes made)
. reg price mpg weight i.foreign
Source | SS df MS Number of obs = 74
-------------+---------------------------------- F(3,70) = 23.29
Model | 317252879 3 105750960 Prob > F = 0.0000
Residual | 317812517 70 4540178.81 R-squared = 0.4996
-------------+---------------------------------- Adj R-squared = 0.4781
Total | 635065396 73 8699525.97 Root MSE = 2130.8
------------------------------------------------------------------------------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
mpg | 21.85361 74.22114 0.29 0.769 -126.1758 169.883
weight | 3464.706 630.749 5.49 0.000 2206.717 4722.695
|
foreign |
Foreign | 3673.06 683.9783 5.37 0.000 2308.909 5037.212
_cons | -5853.696 3376.987 -1.73 0.087 -12588.88 881.4934
------------------------------------------------------------------------------
. test weight=1.foreign=3500
( 1) weight - 1.foreign = 0
( 2) weight = 3500
F( 2,70) = 0.05
Prob > F = 0.9466
双面p值存储在r(p)
中:
. display r(p)
.94664298