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.
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© 1992 Ronald Bewley and Tran Van Hoa
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Goldberger, A.S. (1992). One-sided and Inequality Tests for a Pair of Means. In: Bewley, R., Van Hoa, T. (eds) Contributions to Consumer Demand and Econometrics. Palgrave Macmillan, London. https://doi.org/10.1007/978-1-349-12221-9_8
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DOI: https://doi.org/10.1007/978-1-349-12221-9_8
Publisher Name: Palgrave Macmillan, London
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