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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao zbMATH Openarrow_drop_down
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Econometrica
Article . 1986 . Peer-reviewed
Data sources: Crossref
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Wald Criteria for Jointly Testing Equality and Inequality Restrictions

Wald criteria for jointly testing equality and inequality restrictions
Authors: Kodde, David A; Palm, Franz C;

Wald Criteria for Jointly Testing Equality and Inequality Restrictions

Abstract

We propose a large sample Wald test for sets of equality and inequality constraints on the parameters of a model. The null or the alternative hypothesis may be subject to inequality constraints. The computation of the test statistic is relatively simple. As it is difficult in the presence of inequality constraints to derive the (asymptotic) distribution of the test statistic, we give bounds for the critical value (under the null hypothesis). When these bounds are sufficient, the test can be straightforwardly applied. In Section 2, we show how the Wald test applies to sets of equality and inequality restrictions, and we present the large sample distribution of the test under the null hypothesis. Upper and lower bound critical values for the joint test of equality and inequality restrictions are given in Section 3. Section 4 contains some concluding remarks. In the Appendix, we derive the large sample distribution of the test statistic under the null hypothesis.

Keywords

large sample distribution of the test statistic, Asymptotic properties of parametric tests, critical value, bounds, Hypothesis testing in multivariate analysis, Applications of statistics to economics, large sample Wald test, equality and inequality constraints

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
792
Top 0.1%
Top 0.1%
Top 10%
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