One-sided and Inequality Tests for a Pair of Means

Arthur Goldberger

Chapter 8 in Contributions to Consumer Demand and Econometrics, 1992, pp 140-162 from Palgrave Macmillan

Abstract: Abstract Consider the regression model y ~ N(Xβ, σ2 I), where X is n × k. Let θ = Rβ — 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.

Keywords: Null Distribution; Inequality Problem; Acceptance Region; Linear Inequality Constraint; Uncorrelated Case (search for similar items in EconPapers)
Date: 1992
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DOI: 10.1007/978-1-349-12221-9_8

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