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Erschienen in:
1989 | OriginalPaper | Buchkapitel
On Testing for and against Inequality Restrictions
verfasst von : Heinz Kaufmann
Erschienen in: Conceptual and Numerical Analysis of Data
Verlag: Springer Berlin Heidelberg
Enthalten in: Professional Book Archive
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This paper deals with testing problems with the null and the alternative hypothesis both determined by inequalities. In the linear model, new finite sample results on the likelihood ratio (LR) statistic are presented which apply if hypotheses are given by homo geneous linear inequality constraints. A union- intersection (UI) and a convex hull statistic are also proposed, and it is noted that UI dominates LR in certain cases.