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Hypothesis Testing Methods and Confidence Regions

  • Ron C. Mittelhammer
Chapter

Abstract

In this chapter we examine general methods for defining tests of statistical hypotheses and associated confidence intervals and regions for parameters or functions of parameters. In particular, the likelihood ratio, Wald, and Lagrange multiplier methods for constructing statistical tests are widely used in empirical work and provide well-defined procedures for defining test statistics, as well as for generating rejection regions via a duality principle that we will examine.

Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Ron C. Mittelhammer
    • 1
  1. 1.School of Economic SciencesWashington State UniversityPullmanUSA

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