[R] OFF topic testing for positive coeffs

vito muggeo vmuggeo at dssm.unipa.it
Wed Dec 17 11:13:41 CET 2008


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


-- 
====================================
Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Università di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612
http://dssm.unipa.it/vmuggeo



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