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help for utest                                                      Version 1.0
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Title

utest -- Test for U-shaped relationship

Syntax

utest x f(x) [, options]

options Description ------------------------------------------------------------------------- min(#) Use # as lower max(#) Use # as upper quadratic Force quadratic specification inverse Force inverse specification fieller Include Fieller-interval of extreme point level(#) set confidence level for Fieller interval; default is level(95) -------------------------------------------------------------------------

Description

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

utest is 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)). utest will 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(#) and maximum(#).

A Fieller interval for the extreme point is also provided by the option fieller. This interval is correct even for finite samples.

Remarks

For 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

Author

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

Also see

Online: fieller