Tests and confidence bands for multiple one-sided comparisons

David Drukker, Kevin S. S. Henning () and Christian Raschke ()
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Kevin S. S. Henning: Sam Houston State University
Christian Raschke: Sam Houston State University

Stata Journal, 2024, vol. 24, issue 3, 446-477

Abstract: One-sided inference should be used in some applications, but Stata has limited support for one-sided tests and confidence intervals for a single compari- son and almost no support for one-sided tests and confidence bands for multiple comparisons. In this article, we provide an introduction to one-sided tests and confidence intervals for a single hypothesis and to one-sided tests and confidence intervals for multiple comparisons. We also discuss extensions of the sotable com- mand introduced in Drukker (2023, Stata Journal 23: 518–544) to cover one-sided tests and confidence bands for a single comparison and for multiple comparisons. We also provide examples of how to use sotable to perform multiple tests against values other than zero and how to perform multiple tests after commands like margins and nlcom that support the post option.

Keywords: sotable; one-sided testing; multiple comparisons; confidence bands; simultaneous inference; multiple testing; max-𝑡; simultaneous tests (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1177/1536867X241276111

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