Propositions, Principles and Methods: the Case of the Linear Hypothsis

Gordon Fisher

No 275155, Queen's Institute for Economic Research Discussion Papers from Queen's University - Department of Economics

Abstract: This paper seeks to distinguish between the principles upon which testing of statistical hypotheses may be based and the practical methods which these principles generate. Seber's (1964) conclusion, that the Wald, Lagrange Multiplier and Likelihood Ratio Principles all lead to exactly the same test statistic in the case of a linear hypothesis, is then re-examined and put on a proper mathematical footing. Simple relations between the test statistics and their distributions are also outlined.

Keywords: Financial; Economics (search for similar items in EconPapers)
Pages: 14
Date: 1980-03
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:ags:queddp:275155

DOI: 10.22004/ag.econ.275155

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