Andreas Klein
2009-Nov-06 11:38 UTC
[R] Joint Test for Means of different samples (panel)?
Hello everybody. Does anybody know a statistical test for the following problem? I have 5 samples (time series). Each consist of 100 dependent observations. The samples are independent of each other. It is similar to a panel of five cross-sections and 100 time points. I have two different test problems: 1. Problem: "sample1 = sample2 = sample4 = sample5 = 0 and sample3 != 0" 2. Problem: "sample1 >= 0, sample2 >=0, sample4 <=0, sample5 <= 0 and sample3 != 0" Does anybody know a test, that would handle the null-hypothesises of problem 1 and 2? Or does anybody know how to solve my problems? I thought that sth. like a Wald-Test would work, but I didn't get the point of transferring it to my problems, because I only know the Wald test from joint hypothesises from regressions. And especially problem 2 has a mixture of a one sided (<=) and a two sides (!=) test problematic. I hope someone can help me. Sincerely Andres Klein.