Comparison between confidence intervals of linear regression models with and without restrication

DOI10.1080/03610929908832455MaRDI QIDQ4935320zbMATH OpenOpenAlexFDO

Authors Renjin Tu

Publication date 21 November 2000

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929908832455

zbMATH Keywords

parameter restrictions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25) Parametric inference under constraints (62F30)

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• scientific article; zbMATH DE number 1089134
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Cites work

• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• A Fortran subroutine for computing normal orthant probabilities of dimensions up to nine
• A general reduction method for n–variate normal orthant probability
• An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
• Hypothesis tests for normal means constrained by linear inequalities
• Inequality Constrained Least-Squares Estimation
• 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
• Order-Restricted Inferences in Linear Regression
• Testing linear inequality constraints in the standard linear model

Cited in

(3)

• A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
• Constrained inference in linear regression
• Order-Restricted Inferences in Linear Regression

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