Accession Number : AD0708349

Title :   TESTING A SUBSET OF THE OVERIDENTIFYING RESTRICTIONS,

Corporate Author : CENTER FOR NAVAL ANALYSES ARLINGTON VA

Personal Author(s) : Kadane,Joseph B.

Report Date : 19 JUN 1970

Pagination or Media Count : 11

Abstract : Anderson and Rubin derived the likelihood ratio statistic for testing a particular overidentified model against the alternative that the model is just or underidentified. One problem with this test, as emphasized by Christ among others, is that consequences of rejecting the null hypothesis are not clear: what restrictions were wrong. Additionally, possibly some of the restrictions are suspect but others, enough to overidentify the model, are not. How the suspect overidentifying restrictions can be tested is the subject of the paper. (Author)

Descriptors :   (*STATISTICAL TESTS, THEORY), STATISTICAL ANALYSIS, PROBABILITY, MATHEMATICAL MODELS, SIMULTANEOUS EQUATIONS, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE