文章基本信息

标题：Likelihood ratio tests in linear models with linear inequality restrictions on regression coefficients
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作者：Miguel Fonseca ; João Tiago Mexia ; Bimal K. Sinha 等
期刊名称：RevStat : Statistical Journal
印刷版ISSN：1645-6726
出版年度：2015
卷号：13
期号：2
页码：103-118
出版社：Instituto Nacional de Estatística
摘要：This paper develops statistical inference in linear models, dealing with the theory of maximum likelihood estimates and likeliho od ratio tests under some linear inequality restrictions on the regression co e.cients. The results are widely applicable to models used in environmental risk analysis and econometrics.
关键词：likelihood ratio test; linear constrains; regression models