首页   按字顺浏览 期刊浏览 卷期浏览 Testing for and against a concavity restriction with normal errors
Testing for and against a concavity restriction with normal errors

 

作者: Xingye Lei,   F.T Wright,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1994)
卷期: Volume 23, issue 3  

页码: 711-726

 

ISSN:0361-0918

 

年代: 1994

 

DOI:10.1080/03610919408813195

 

出版商: Marcel Dekker, Inc.

 

关键词: chi-bar-squared and E-bar-squared tests;concavitity restrictions;least favorable configurations;level probabilities;likelihood ratio tests

 

数据来源: Taylor

 

摘要:

Tests of linearity in regression functions are frequently applied in practice. If a researcher hasapriori information about the shape of the regression function, then incorporating this information into the test typically increases the power at alternatives that satisfy the hypothesized shape restriction. We study likelihood ratio tests of linearity with the alternative constrained to be concave (or convex) as well as tests of concavity as the null hypothesis. To complete the development of the test statistics and their null distributions, we only need to study the level probabilities. A numerical example and a discussion of the use of modifications of these tests as alternatives to the likelihood ratio test for homogeneity versus a unimodal (umbrella) ordering are included

 

点击下载:  PDF (1740KB)



返 回