Abstract
An alternative Wald type test called the quel test is developed for two linear restrictions by finding the critical region based on the quel utilizing the repeated values of estimated parameters of interest under the null. Simulation shows evidence that the full quel test performs best in that it holds nominal level well and shows monotonic increasing power properties.
DOI
10.22237/jmasm/1241136660
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
