A Note on the Limiting Distribution of the Likelihood Ratio Statistic for Testing Equality Constraints

Document Type : Original Article

Authors

1 The United Arab Emirates University Al-Ain, United Arab Emirates

2 Agrarian Reform Organization, Cairo, Egypt.

Abstract

The asymptotic chi-square distribution of the likelihood ratio statistic -2 log λ for testing equality constraints, as developed earlier by Silvey, is extended to the case of singular information matrices.

Keywords