Joint one-sided tests of linear regression coefficients

DOI10.1016/0304-4076(86)90020-5MaRDI QIDQ1089716zbMATH OpenOpenAlexFDO

Authors Maxwell L. King, Murray D. Smith

Publication date 1986

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(86)90020-5

zbMATH Keywords

power envelopeF-testEmpirical power comparisonsexact one-sided likelihood ratio testnew testone-sided t-testUMPI

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Recommendations

• Joint tests for zero restrictions on nonnegative regression coefficients
• Locally optimal one-sided tests for multiparameter hypotheses
• Testing joint hypotheses when one of the alternatives is one-sided
• scientific article; zbMATH DE number 964727
• Testing Whether One Regression Function is Larger Than Another

Cites work

• A Note on Representations of the Doubly Non-Central t Distribution
• A joint test for serial correlation and heteroscedasticity
• A new test for fourth-order autoregressive disturbances
• A point optimal test for autoregressive disturbances
• Joint tests for zero restrictions on nonnegative regression coefficients
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
• Series Representations of the Doubly Noncentral t-Distribution
• TESTING FOR MOVING AVERAGE REGRESSION DISTURBANCES
• Tables of the Power of the F-Test
• Testing for autoregressive against moving average errors in the linear regression model

Cited in

(8)

• On the Test of Significance of Linear Multiple Regression Coefficients
• Joint tests for zero restrictions on nonnegative regression coefficients
• Joint LM test for homoskedasticity in a one-way error component model
• Hypothesis testing with a restricted parameter space
• Testing joint hypotheses when one of the alternatives is one-sided
• One-sided tests for independence of seemingly unrelated regression equations
• A simple test for comparing regression curves versus one-sided alternatives
• Halfline tests for multivariate one-sided alternatives

This page was built for publication: Joint one-sided tests of linear regression coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1089716)