Hypothesis Testing Methods and Confidence Regions

Ron C. Mittelhammer
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Ron C. Mittelhammer: Washington State University, School of Economic Sciences

Chapter 10 in Mathematical Statistics for Economics and Business, 2013, pp 609-695 from Springer

Abstract: Abstract In this chapter we examine general methods for defining tests of statistical hypotheses and associated confidence intervals and regions for parameters or functions of parameters. In particular, the likelihood ratio, Wald, and Lagrange multiplier methods for constructing statistical tests are widely used in empirical work and provide well-defined procedures for defining test statistics, as well as for generating rejection regions via a duality principle that we will examine.

Keywords: Rejection Region; Pivotal Quantity; Asymptotic Validity; Normal Population Distribution; Random Sampling Results (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-5022-1_10

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DOI: 10.1007/978-1-4614-5022-1_10

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