Testing linear inequality constraints in the standard linear model

DOI10.1080/03610928608829103MaRDI QIDQ3742520zbMATH OpenOpenAlexFDO

Authors Richard William Farebrother

Publication date 1986

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

Full work available at URL https://doi.org/10.1080/03610928608829103

zbMATH Keywords

asymptotic distributionchi square distributionexact null distributionsKuhn-Tucker statisticlikelihood ratio statisticlinear equality constraintsWald statisticweighted sums of beta distributions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

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Cited in

(14)

• Modified Lagrange multiplier tests for problems with one-sided alternatives
• Testing inequality constraints in linear econometric models
• Hypothesis testing with a restricted parameter space
• Testing inequality constraints in a linear regression model with spherically symmetric disturbances
• Hypothesis tests for normal means constrained by linear inequalities
• An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
• A further remark on testing linear inequality constraints in the standard linear model
• Locally optimal one-sided tests for multiparameter hypotheses
• Improved power of one-sided tests
• Comparison between confidence intervals of linear regression models with and without restrication
• Testing log‐linear models with inequality constraints: a comparison of asymptotic, bootstrap, and posterior predictive p‐values
• Likelihood ratio tests in linear models with linear inequality restrictions on regression coefficients
• scientific article; zbMATH DE number 4182629 (Why is no real title available?)
• A transformation of the inequality-constrained linear model

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