The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models' By
نویسنده
چکیده
This paper derives several properties unique to nonlinear model hypothesis testing problems involving linear or nonlinear inequality constraints in the null or alternative hypothesis. The paper is organized around a lemma which characterizes the set containing the least favorable parameter value for a nonlinear model inequality constraints hypothesis test. We then present two examples which illustrate several implications of this lemma. We also discuss the impact of these properties on the empirical implementation and interpretation of these test procedures.
منابع مشابه
Non-Lipschitz Semi-Infinite Optimization Problems Involving Local Cone Approximation
In this paper we study the nonsmooth semi-infinite programming problem with inequality constraints. First, we consider the notions of local cone approximation $Lambda$ and $Lambda$-subdifferential. Then, we derive the Karush-Kuhn-Tucker optimality conditions under the Abadie and the Guignard constraint qualifications.
متن کاملLocal and Global Testing of Linear and Nonlinear Inequality Constraints in Nonlinear Econometric Models
This paper considers a general nonlinear econometric model framework that contains a large class of estimators defined as solutions to optimization problems. For this framework we derive several asymptotically equivalent forms of a test statistic for the local (in a way made precise in the paper) multivariate nonlinear inequality constraints test H: h(1) > 0 versus K: 1 E RK. We extend these re...
متن کاملVOLUME MINIMIZATION WITH DISPLACEMENT CONSTRAINTS IN TOPOLOGY OPTIMIZATION OF CONTINUUM STRUCTURES
In this paper, a displacement-constrained volume-minimizing topology optimization model is present for two-dimensional continuum problems. The new model is a generalization of the displacement-constrained volume-minimizing model developed by Yi and Sui [1] in which the displacement is constrained in the loading point. In the original model the displacement constraint was formulated as an equali...
متن کاملEconomic Growth as a Nonlinear and Discontinuous Process
Structural changes were the main focus of many studies in recent years. Changes which alter the socio-economic status of a nation from deprived and traditional nature to a developed and modern one. The main hypothesis of this study is that, the economic development does not occur through a regular flow of life (linear fashion), and without resilience, but it certainly needs to pass through a mo...
متن کاملParabolic Quasi-variational Inequalities with Gradient-Type Constraints
The paper addresses existence, uniqueness and approximation methods for a certain class of nonlinear parabolic quasi-variational inequality (QVI) problems with special gradient-type constraints. Problems of this nature are common in the mathematical modeling of superconductors and ionization in electrostatics. The results are developed based on monotone operator theory , C 0 semigroup methods a...
متن کامل