Two cases present themselves:1. The model is unconstrained. Thus, the model under the null hypothesis is the intercept
and an F-test is performed.
2. The model is constrained and the following hypothesis are tested:
H0: All constraints are actives (=)
H1: At least one constraint is strict (>)
Under H0, we always have the intercept model. Indeed, if constr.slopes = 1
(or 2) and
constr.intercepts = T
, then the only parameter free of inequality constraint is the
overall intercept. If constr.intercepts = F
, the local intercepts are additionnaly
constrained to be 0 in order to obtain the intercept model under the null.
The likelihood ratio statistic (unknown variance) is asymptotically distributed as a
weighted mixture of Beta distribution (cf Gromping (2010)). Calculation of p-values is based on
functions ic.weights
and pbetabar
of package ic.infer. The package
mvtnorm is also involved.
In both cases the input model is taken as the model under the alternative.