Hillier, Grant (1986): Joint Tests for Zero Restrictions on Nonnegative Regression Coefficients. Published in: Biometrika , Vol. 73, No. 3 (1986): pp. 657669.

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Abstract
Three tests for zero restrictions on regression coefficients that are known to be nonnegative are considered: the classical F test, the likelihood ratio test, and a onesided t test in a particular direction. Critical values for the likelihood ratio test are given for the cases of two and three restrictions, and the power function is calculated for the case of two restrictions. The analysis is conducted in terms of a characterization of the clas all similar tests for the problem, of which each of the above tests is a member. The likelihood ratio test emerges as the preferred test.
Item Type:  MPRA Paper 

Original Title:  Joint Tests for Zero Restrictions on Nonnegative Regression Coefficients 
Language:  English 
Keywords:  Likelihood ratio test; Onesided alternative; Regression; Similar regions. 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C12  Hypothesis Testing: General C  Mathematical and Quantitative Methods > C0  General > C01  Econometrics 
Item ID:  15804 
Depositing User:  Grant Hillier 
Date Deposited:  19 Jun 2009 05:44 
Last Modified:  28 Sep 2019 04:34 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/15804 