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, Pages 62-71 | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.1983.316613 | ||
| 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 | ||
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