wald test

[Kyle Smith]

I think this should be easy, but it seems it is not?

Lets say we run this regression:

sysuse auto, clear
reg price mpg weight displacement

I would like to test if: mpg > weight.

I know I can do:

test (mpg = weight)

But why can't I:

test (mpg > weight)

Additionally, if possible, I would also like to test the ratio of the two variables:

test (mpg/weight = 1)
test (mpg/weight > 1)

Any help is greatly appreciated. Thanks in advance.

[Nick Cox]

The clue is in the title. test is for linear hypotheses.

[Kyle Smith]

Nick Cox : Thx Nick. Is there a simple way to test inequalities? I also tried testnl like this

testnl mpg >= weight

Seems not right.

[Nick Cox]

Recasting the question to be about confidence intervals often helps.