Propositions, Principles and Methods: The Case of the Linear Hypothesis

This paper distinguishes between the principles upon which testing statistical hypotheses may be based and the practical methods these principles generate. Seber's (1964) conclusion that the Wald, Lagrange Multiplier and Likelihood Ratio Principles all yield the same test statistic for linear hypothesis is re-examined.

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Year of publication:	1980
Authors:	Fisher, Gordon
Institutions:	Economics Department, Queen's University

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	1 pages long
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005497229