IDEAS home Printed from https://ideas.repec.org/a/jss/jstsof/v054i08.html
   My bibliography  Save this article

A Fortran 90 Program for the Generalized Order-Restricted Information Criterion

Author

Listed:
  • Kuiper, Rebecca M.
  • Hoijtink, Herbert

Abstract

The generalized order-restricted information criterion (GORIC) is a generalization of the Akaike information criterion such that it can evaluate hypotheses that take on specific, but widely applicable, forms (namely, closed convex cones) for multivariate normal linear models. It can examine the traditional hypotheses H0: β1,1 = … = βt,k and Hu: β1,1, …, βt,k and hypotheses containing simple order restrictions Hm: β1,1 ≥ … ≥ βt,k, where any "≥" may be replaced by "=" and m is the model/hypothesis index; with βh,j the parameter for the h-th dependent variable and the j-th predictor in a t-variate regression model with k predictors (which might include the intercept). But, the GORIC can also be applied to restrictions of the form Hm: R1β = r1; R2β ≥ r2, with β a vector of length tk, R1 a cm1 × tk matrix, r1 a vector of length cm1, R2 a cm2 × tk matrix, and r2 a vector of length cm2. It should be noted that [R1T, R2T]T should be of full rank when [R1T, R2T]T ≠ 0. In practice, this implies that one cannot examine range restrictions (e.g., 0

Suggested Citation

  • Kuiper, Rebecca M. & Hoijtink, Herbert, 2013. "A Fortran 90 Program for the Generalized Order-Restricted Information Criterion," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 54(i08).
    • Handle: RePEc:jss:jstsof:v:054:i08
    DOI: http://hdl.handle.net/10.18637/jss.v054.i08
    as

    Download full text from publisher

    File URL: https://www.jstatsoft.org/index.php/jss/article/view/v054i08/A_Fortran_90_Program_for_the_Generalized_Order_Restricted_Information_Criterion.pdf
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v054i08/GORIC-src.zip
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v054i08/GORIC.exe
    Download Restriction: no
    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v054i08/v54i08-replication.zip
    Download Restriction: no
    File URL: https://libkey.io/http://hdl.handle.net/10.18637/jss.v054.i08?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. R. M. Kuiper & H. Hoijtink & M. J. Silvapulle, 2011. "An Akaike-type information criterion for model selection under inequality constraints," Biometrika, Biometrika Trust, vol. 98(2), pages 495-501.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Oh, Man-Suk, 2014. "Bayesian comparison of models with inequality and equality constraints," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 176-182.
    2. Pietro Coretto, 2022. "Estimation and computations for Gaussian mixtures with uniform noise under separation constraints," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(2), pages 427-458, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jss:jstsof:v:054:i08. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: http://www.jstatsoft.org/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.