Hypothesis tests for linear functional relationships

N. J.D. Nagelkerke

doi:10.1080/03610928408828862

Hypothesis tests for linear functional relationships

N. J.D. Nagelkerke

Department of Public Health Institute

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

The analysis of linear functional relationships is considered. Expressions useful for the estimation of both unconstrained and constrained parameters are presented. The testing of hypotheses which consist of linear constraints on the parameters is discussed. Wald type and Wilks type test statistics and their asymptotic null distributions are derived. It appears that these test statistics are not asymptotically equivalent.

Original language	English
Pages (from-to)	2807-2816
Number of pages	10
Journal	Communications in Statistics - Theory and Methods
Volume	13
Issue number	22
DOIs	https://doi.org/10.1080/03610928408828862
Publication status	Published - Jan 1 1984

Keywords

asymptotic tests
linear constraints
maximum likelihood
parameter estimation

ASJC Scopus subject areas

Statistics and Probability

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10.1080/03610928408828862

Cite this

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AB - The analysis of linear functional relationships is considered. Expressions useful for the estimation of both unconstrained and constrained parameters are presented. The testing of hypotheses which consist of linear constraints on the parameters is discussed. Wald type and Wilks type test statistics and their asymptotic null distributions are derived. It appears that these test statistics are not asymptotically equivalent.

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KW - maximum likelihood

KW - parameter estimation

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JF - Communications in Statistics - Theory and Methods

IS - 22

ER -

Hypothesis tests for linear functional relationships

Abstract

Keywords

ASJC Scopus subject areas

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