Joint Tests for Zero Restrictions on Non-negative Regression Coefficients
AbstractThree tests for zero restrictions on regression coefficients that are known to be nonnegative are considered: the classical F test, the likelihood ratio test, and a one-sided t test in a particular direction. Critical values for the likelihood ratio test are given for the cases of two and three restrictions, and the power function is calculated for the case of two restrictions. The analysis is conducted in terms of a characterization of the clas all similar tests for the problem, of which each of the above tests is a member. The likelihood ratio test emerges as the preferred test.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 15804.
Date of creation: 1986
Date of revision:
Publication status: Published in Biometrika 3.73(1986): pp. 657-669
Likelihood ratio test; One-sided alternative; Regression; Similar regions.;
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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- Yancey, T. A. & Judge, G. G. & Bock, M. E., 1981. "Testing multiple equality and inequality hypothesis in economics," Economics Letters, Elsevier, vol. 7(3), pages 249-255.
- Donald W.K. Andrews, 1994.
"Hypothesis Testing with a Restricted Parameter Space,"
Cowles Foundation Discussion Papers
1060R, Cowles Foundation for Research in Economics, Yale University.
- Andrews, Donald W. K., 1998. "Hypothesis testing with a restricted parameter space," Journal of Econometrics, Elsevier, vol. 84(1), pages 155-199, May.
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