Inference with Linear Equality and Inequality Constraints Using R: The Package ic.infer

Ulrike Grömping

Journal of Statistical Software, 2010, vol. 033, issue i10

Abstract: In linear models and multivariate normal situations, prior information in linear inequality form may be encountered, or linear inequality hypotheses may be subjected to statistical tests. R package ic.infer has been developed to support inequality-constrained estimation and testing for such situations. This article gives an overview of the principles underlying inequality-constrained inference that are far less well-known than methods for unconstrained or equality-constrained models, and describes their implementation in the package.

Date: 2010-02-23
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.jstatsoft.org/index.php/jss/article/view/v033i10/v33i10.pdf
https://www.jstatsoft.org/index.php/jss/article/do ... c.infer_1.1-3.tar.gz
https://www.jstatsoft.org/index.php/jss/article/do ... ile/v033i10/v33i10.R

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:033:i10

DOI: 10.18637/jss.v033.i10

Access Statistics for this article

Journal of Statistical Software is currently edited by Bettina Grün, Edzer Pebesma and Achim Zeileis

More articles in Journal of Statistical Software from Foundation for Open Access Statistics
Bibliographic data for series maintained by Christopher F. Baum ().