TESTING A SUBSET OF THE OVERIDENTIFYING RESTRICTIONS,
Abstract
Anderson and Rubin derived the likelihood ratio statistic for testing a particular overidentified model against the alternative that the model is just or underidentified. One problem with this test, as emphasized by Christ among others, is that consequences of rejecting the null hypothesis are not clear: what restrictions were wrong. Additionally, possibly some of the restrictions are suspect but others, enough to overidentify the model, are not. How the suspect overidentifying restrictions can be tested is the subject of the paper. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 19, 1970
- Accession Number
- AD0708349
Entities
People
- Joseph B. Kadane
Organizations
- Center for Naval Analyses