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Joint tests for zero restrictions on non-negative regression coefficients

Joint tests for zero restrictions on non-negative regression coefficients
Joint tests for zero restrictions on non-negative regression coefficients
Three tests for zero restrictions on regression coefficients that are known to be nonnegative are considered: the classical F test, the likelihood ratio test, and a one-sided t test a particular direction. Critical values for the likelihood ratio test are given for the cases of two and three restrictions, and the power function is calculated for the case of two restrictions. The analysis is conducted in terms of a characterization of the clas all similar tests for the problem, of which each of the above tests is a member. The likelihood ratio test emerges as the preferred test.
Likelihood ratio test; One-sided alternative; Regression; Similar regions
0006-3444
657-669
Hillier, Grant
3423bd61-c35f-497e-87a3-6a5fca73a2a1
Hillier, Grant
3423bd61-c35f-497e-87a3-6a5fca73a2a1

Hillier, Grant (1986) Joint tests for zero restrictions on non-negative regression coefficients. Biometrika, 73 (3), 657-669. (doi:10.1093/biomet/73.3.657).

Record type: Article

Abstract

Three tests for zero restrictions on regression coefficients that are known to be nonnegative are considered: the classical F test, the likelihood ratio test, and a one-sided t test a particular direction. Critical values for the likelihood ratio test are given for the cases of two and three restrictions, and the power function is calculated for the case of two restrictions. The analysis is conducted in terms of a characterization of the clas all similar tests for the problem, of which each of the above tests is a member. The likelihood ratio test emerges as the preferred test.

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More information

Published date: 1 December 1986
Keywords: Likelihood ratio test; One-sided alternative; Regression; Similar regions

Identifiers

Local EPrints ID: 417154
URI: https://eprints.soton.ac.uk/id/eprint/417154
ISSN: 0006-3444
PURE UUID: 0cb5ef5f-8b6f-4ee8-924c-206a285e4ef7
ORCID for Grant Hillier: ORCID iD orcid.org/0000-0003-3261-5766

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Date deposited: 22 Jan 2018 17:30
Last modified: 27 Jul 2019 00:38

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Author: Grant Hillier ORCID iD

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