Skip to content
Prev 83145 / 398506 Next

Testing a linear hypothesis after maximum likelihood

I'd like to be able to test linear hypotheses after setting up and running a
model using optim or perhaps nlm.  One hypothesis I need to test are that
the average of several coefficients is less than zero, so I don't believe I
can use the likelihood ratio test.

I can't seem to find a provision anywhere for testing linear combinations of
coefficients after max. likelihood.

Cheers & happy holidays,

Peter