An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model

Lagrange multiplier equality constraints order-restricted inference probability values computing critical values duality theory of the quadratic programming multivariate inequality constraints test multivariate one-sided hypothesis testing weighted sum of Snedecor's F distributions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Applications of mathematical programming (90C90)

Related Items (38)

UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL ⋮ One-Sided Tests in Linear Models with Multivariatet-Distribution ⋮ Inference on inequality from household survey data ⋮ Tests of ordered hypotheses in linkage in heredity ⋮ Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities ⋮ Estimating and testing generalized linear models under inequality restrictions ⋮ Improving confidence set estimation when parameters are weakly identified ⋮ Robust bounded influence tests against one-sided hypoptheses in general parametric models ⋮ On approximation of the level probabilities for testing ordered parallel regression lines ⋮ Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors ⋮ On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights ⋮ On order restricted inference in some mixed linear models ⋮ Hypothesis testing with a restricted parameter space ⋮ Bootstrap tests of multiple inequality restrictions on variance ratios ⋮ On restricted hypotheses in extreme value regression models ⋮ Model selection using AIC in the presence of one-sided information ⋮ Wald, QLR, and score tests when parameters are subject to linear inequality constraints ⋮ Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables ⋮ Linear statistical inference for global and local minimum variance portfolios ⋮ An active set algorithm to estimate parameters in generalized linear models with ordered predictors ⋮ Restricted methods in symmetrical linear regression models ⋮ Testing the equality of multinomial populations ordered by increasing convexity under the alternative ⋮ Chi-squared tests for evaluation and comparison of asset pricing models ⋮ EL inference for partially identified models: large deviations optimality and bootstrap validity ⋮ Testing affiliation in private-values models of first-price auctions using grid distributions ⋮ Testing for one-sided group effects in repeated measures study ⋮ Comparison between confidence intervals of linear regression models with and without restrication ⋮ Testing moment inequalities: selection versus recentering ⋮ Testing multiple inequality hypotheses: a smoothed indicator approach ⋮ An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. ⋮ Inference on estimators defined by mathematical programming ⋮ Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions ⋮ A bayes test for simple versus one-sided hypothesis on the mean vector of a multivariate normal Distribution ⋮ Testing inequality constraints in a linear regression model with spherically symmetric disturbances ⋮ Some statistical implications of multivariate inequality constrained testing ⋮ Small sample performance of large sample tests for tobit versus^p-tobit ⋮ An appraisal of some aspects of statistical inference under inequality constraints ⋮ Testing for ordered means in a variation of the normal mixture model

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