LIKELIHOOD RATIO TESTS IN LINEAR MODELS WITH LINEAR INEQUALITY RESTRICTIONS ON REGRESSION COEFFICIENTS

被引：0

作者：

Fonseca, Miguel ^{[1
]}

Mexia, Joao Tiago ^{[1
]}

Sinha, Bimal K. ^{[2
]}

Zmyslony, Roman ^{[3
]}

机构：

[1] Univ Nova Lisboa, Fac Ciencias & Tecnol, Ctr Matemat & Aplicacoes, P-1200 Lisbon, Portugal

[2] Univ Maryland Baltimore Cty, Dept Math & Stat, Baltimore, MD 21228 USA

[3] Univ Zielona Gora, Fac Math Comp Sci & Econometr, Zielona Gora, Poland

来源：

REVSTAT-STATISTICAL JOURNAL | 2015年 / 13卷 / 02期

关键词：

likelihood ratio test; linear constrains; regression models; PARAMETER;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper develops statistical inference in linear models, dealing with the theory of maximum likelihood estimates and likelihood ratio tests under some linear inequality restrictions on the regression coefficients. The results are widely applicable to models used in environmental risk analysis and econometrics.

引用

页码：103 / 118

页数：16

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