One side test of coefficients in a regression

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How do I perform a one sided test of the coefficients in a linear regression? for example:

proc reg data = data;
        model  y=x1 x2 x3;
        test x1+x2 =0;
run;


However, test x1+x2 =0 is two sides test, I want to test x1+x2>0, then how? Many thanks.

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关键词：coefficients coefficient regression EFFICIENT regressio example

I have looked up some relatives books. the test and mtest in reg process must be an equation.
But,your need can be meet by a little change:
     every statistical test wiil give out a statisstical value, then the P will be ensured based on relative statistical limitation table. So one-tailed or two-tailed is based on which table you choose.
      

You could NOT do that in SAS so far. when you do the one-sided test, you are at risk of delivering a valid test. If I were you, I may do bootstrapping for the p value.
JingJu

bridge1989 发表于 2014-2-19 20:31
I have looked up some relatives books. the test and mtest in reg process must be an equation.
But,y ...

I think you are right, the pvalue in a one side test is a half of that in a two-side test.

jingju11 发表于 2014-2-20 11:22
You could NOT do that in SAS so far. when you do the one-sided test, you are at risk of delivering a ...

It's a little bit pity as it's easy to do that in STATA.

jingju11 发表于 2014-2-20 11:22
You could NOT do that in SAS so far. when you do the one-sided test, you are at risk of delivering a ...

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edwardzxf 发表于 2014-2-20 13:36
It's a little bit pity as it's easy to do that in STATA.

你的意思是说stata给出的one-sided p 是two-sided test p 一半？比较奇怪，这里的Chi-Sq是不对称的，一半从何而来的呢？
京剧

jingju11 发表于 2014-2-20 21:06
你的意思是说stata给出的one-sided p 是two-sided test p 一半？比较奇怪，这里的Chi-Sq是不对称的，一半 ...

看看这个：http://www.ats.ucla.edu/stat/mult_pkg/faq/general/tail_tests.htm  
“Deriving a one-tailed test from two-tailed output” 里有提到，当然是有条件的，the distribution is symmetric about zero.