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  • -mswitch- coefficient test? One sided test after Markov Switching Model

    Dear all

    I had a recent post about a one-sided test that has been unsuccessful to obtain the required answers as it seems that it did not draw the attention of users of -mswitch- in Stata, which was my primary focus.

    Therefore, I have created a new post here that is more specific about my question.

    All in all, I want to run a one-sided test after -mswitch-. The code I used is below:

    Code:
     mswitch dr gdp, switch(inf) states(2) varswitch vce(oim)
    local sign_inf1 = sign(_b[State1:inf])  
    display "H_0: coef<=0  p-value = " 1-normal(`sign_inf1'*sqrt(r(chi2)))
     display "H_0: coef>=0  p-value = " normal(`sign_inf1'*sqrt(r(chi2)))

    The old post is here https://www.statalist.org/forums/for...-special-cases


    I hope to get help
    Last edited by Mike Kraft; 22 Aug 2023, 19:26.
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