Joint Tests for Zero Restrictions on Non-negative Regression Coefficients
Three 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.
|Date of creation:||1986|
|Date of revision:|
|Publication status:||Published in Biometrika 3.73(1986): pp. 657-669|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Gourieroux, Christian & Holly, Alberto & Monfort, Alain, 1982. "Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters," Econometrica, Econometric Society, vol. 50(1), pages 63-80, January.
- 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.
When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:15804. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joachim Winter)
If references are entirely missing, you can add them using this form.