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1992 | OriginalPaper | Buchkapitel

One-sided and Inequality Tests for a Pair of Means

verfasst von : Arthur S. Goldberger

Erschienen in: Contributions to Consumer Demand and Econometrics

Verlag: Palgrave Macmillan UK

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Consider the regression model y ~

N

(

X

β, σ

2

I

), where

X

is

n

×

k

. Let θ =

R

β — r, where

R

is

J

×

k

of rank

j

. A familiar

classical

problem is to test the null hypothesis θ = 0 against the alternative that θ ≠ 0. Recently attention has been directed to these problems:

Test the null θ = 0 against the

one-sided

alternative θ ≰ 0, Test the

inequality

null θ ⩽ 0 against the alternative θ ≰ 0.

Metadaten
Titel
One-sided and Inequality Tests for a Pair of Means
verfasst von
Arthur S. Goldberger
Copyright-Jahr
1992
Verlag
Palgrave Macmillan UK
DOI
https://doi.org/10.1007/978-1-349-12221-9_8