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OFF topic testing for positive coeffs

1 message · vito muggeo

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Dear all,
This is off-topic,
however I hope someone can give me useful suggestion..

Given the regression model
y = b0 + b1*x + e
I am interested in testing for positive coeffs, namely
H0: b0>0 AND b1>0
H1: b0,b1 unconstrained

It is simple to estimate the model under H0 and H1 (there are several 
suggestions on the Rlist about estimation but nothing about testing..) 
perform a likelihood ratio test by comparing the logLik under the 
constrained and the unconstrained models, however I do not know how many 
degrees of freedom..

Model under H0 uses two df, however it reasonable to believe that the 
real dimension is <=2..

Is there anyone which can give me any advices or suggest me references?

Many thanks,

vito