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Biometrika 1986 73(3):657-669; doi:10.1093/biomet/73.3.657
© 1986 by Biometrika Trust
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Joint tests for zero restrictions on nonnegative regression coefficients

GRANT H. HILLIER

Department of Econometrics and Operations Research, Monash University Victoria, Australia 3168

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 one-sided t test 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.

Key Words: Likelihood ratio test • One-sided alternative • Regression • Similar regions


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