Meyer, Mary C.; Wang, Jianqiang C. - In: Statistics & Probability Letters 82 (2012) 8, pp. 1619-1622
regression function, in the form of a set of linear inequality constraints imposed on the parameters. It is generally understood … that the hypothesis test using the constrained alternative will provide higher power than the corresponding test using the … unconstrained alternative. We present a formal proof that this is the case. Code for constrained estimation and testing is posted at …