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Title

utest-- Test for U-shaped relationship

Syntax

utestx f(x) [,options]

optionsDescription -------------------------------------------------------------------------min(#)Use#as lowermax(#)Use#as upperquadraticForce quadratic specificationinverseForce inverse specificationfiellerInclude Fieller-interval of extreme pointlevel(#)set confidence level for Fieller interval; default islevel(95)-------------------------------------------------------------------------

Description

utestprovides the exact test of the presence of a U shaped (or inverse U shaped) relationship on an interval.

utestis used after estimation commands to test for the presence of a U-shaped or inverse U-shaped relationship between an explanatory variable and the outcome variable on a specific interval.The estimation must contain the level of the explanatory variable (i.e. x) and a non-linear term , either quadratic or inverse (i.e. f(x)).

utestwill determine which of the two is used and report test results from the test of the hypothesis that the relationship is decreasing at the start of the interval and increasing at the end or vice versa.The interval is by default taken as the data range, but can be controlled by setting the options

minimum(#)andmaximum(#).A Fieller interval for the extreme point is also provided by the option

fieller. This interval is correct even for finite samples.

RemarksFor full details about the test, see Lind and Mehlum: With or Without U? - The > appropriate test for a U shaped relationship

Examples

. utest x xsquared

. utest x xinv, min(.3) fieller

AuthorContact Jo Thori Lind or Halvor Mehlum if you observe problems.

Also see

Online:

fieller