A Note on the Limiting Distribution of the Likelihood Ratio Statistic for Testing Equality Constraints | ||||
The Egyptian Statistical Journal | ||||
Article 2, Volume 27, Issue 2, December 1983, Page 62-71 | ||||
Document Type: Original Article | ||||
DOI: 10.21608/esju.1983.316613 | ||||
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Authors | ||||
Abdalla T. El-Helbawy; Naeem A. Soliman | ||||
Abstract | ||||
The asymptotic chi-square distribution of the likelihood ratio statistic -2 log λ for testing equality constraints, as developed earlier by Silvey, is extended to the case of singular information matrices. | ||||
Keywords | ||||
Asymptotic Chi-Square; Information Matrices; Likelihood Ratio Statistic; Limiting Distribution; Testing Equality Constraints | ||||
Statistics Article View: 29 |
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