Locally optimal one-sided tests for multiparameter hypotheses

DOI10.1080/07474939708800379zbMath0891.62011MaRDI QIDQ4355163

Maxwell L. King, Ping X. Wu

Publication date: 25 June 1998

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939708800379

zbMATH Keywords

nuisance parameters; heteroscedasticity; variance components; Lagrange multiplier test; locally most mean powerful test; autoregressive disturbances; multiparameter one-sided alternative

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

Related Items

SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL, ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION, Unbalanced panel data: a survey, Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters, Small-sample power of tests for inequality restrictions, Hypothesis testing with a restricted parameter space, Properties of Honda's test of random individual effects in non-linear regressions, Testing for autoregressive disturbances in a time series regression with missing observations, An appraisal of some aspects of statistical inference under inequality constraints, One-sided tests for independence of seemingly unrelated regression equations

Cites Work

• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• Modified Lagrange multiplier tests for problems with one-sided alternatives
• Testing inequality constraints in linear econometric models
• Monte Carlo results on several new and existing tests for the error component model
• A simple test for parameter constancy in a nonlinear time series regression model
• Testing for autoregressive disturbances in a time series regression with missing observations
• CRITICAL VALUE APPROXIMATIONS FOR TESTS OF LINEAR REGRESSION DISTURBANCES
• Wald Criteria for Jointly Testing Equality and Inequality Restrictions
• Testing linear inequality constraints in the standard linear model
• Joint tests for zero restrictions on nonnegative regression coefficients
• Locally Optimal Tests for Multiparameter Hypotheses
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• On asymptotic tests of composite hypotheses in nonstandard conditions
• Testing for block effects and misspecification in regession models based on survey data^*
• Most Stringent Somewhere Most Powerful Tests Against Alternatives Restricted by a Number of Linear Inequalities
• One-Sided Testing Problems in Multivariate Analysis
• Testing for Fourth Order Autocorrelation in Quarterly Regression Equations
• On the Theory of Unbiased Tests of Simple Statistical Hypotheses Specifying the Values of Two or More Parameters
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item