Stata帮助：针对替代假设的零假设

Posted 2023-03-12

【中文标题】Stata帮助：针对替代假设的零假设

【英文标题】：Stata help: null hypothesis against the alternative hypothesis

【发布时间】：2021-01-11 04:40:32

【问题描述】：

Stata 如何根据备择假设检验原假设。如果我有假设H_0:\beta_1=\beta_2=0 反对H_A:\beta_1 ≠ \beta_2 ≠ 0。代码是什么？

【问题讨论】：

还可以查看 stats.stackexchange.com。

我认为这与 CV 无关，因为这是一个“编程”问题。

【参考方案1】：

这可以使用testparm 或test 来完成：

. 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

两侧p值存储在r(p)：

. display r(p)
.94664298