Likelihood Ratio Tests in Linear Models with Linear Inequality Restrictions on Regression Coefficients

Likelihood Ratio Tests in Linear Models with Linear Inequality Restrictions on Regression Coefficients

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 an...

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Bibliographic Details
Main Authors: Miguel Fonseca, João Tiago Mexia, Bimal K. Sinha, Roman Zmyślony
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2015-06-01
Series:Revstat Statistical Journal
Subjects:
likelihood ratio test
linear constrains
regression models
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/166

Internet

https://revstat.ine.pt/index.php/REVSTAT/article/view/166

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