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

Authors

  • Miguel Fonseca Universidade Nova de Lisboa
  • João Tiago Mexia Universidade Nova de Lisboa
  • Bimal K. Sinha University of Maryland Baltimore County
  • Roman Zmyślony University of Zielona Góra

DOI:

https://doi.org/10.57805/revstat.v13i2.166

Keywords:

likelihood ratio test, linear constrains, regression models

Abstract

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.

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Published

2015-06-07

How to Cite

Fonseca , M., Mexia , J. T., Sinha , B. K., & Zmyślony , R. (2015). Likelihood Ratio Tests in Linear Models with Linear Inequality Restrictions on Regression Coefficients. REVSTAT-Statistical Journal, 13(2), 103–118. https://doi.org/10.57805/revstat.v13i2.166

Issue

Vol. 13 No. 2 (2015): REVSTAT-Statistical Journal

Section

Article

License

Copyright (c) 2015 REVSTAT-Statistical Journal

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.