%0 Journal Article
%T Generalised Wald Type Test of Nonlinear Restrictions
%A Zaka Ratsimalahelo
%J Open Access Library Journal
%V 4
%N 9
%P 1-8
%@ 2333-9721
%D 2017
%I Open Access Library
%R 10.4236/oalib.1103923
%X <div style="text-align:justify;">
	<span style="line-height:1.5;">This paper proposes a generalised Wald type tests to
test the hypothesis of the nonlinear restrictions. We circumvent the problem of
singularity of the covariance matrix associated with the usual Wald test by
proposing a generalised inverse procedure, and an alternative simple procedure
which can be approximated by a suitable chi-square distribution. New threshold
value is derived to estimate the rank of the covariance matrix.</span>
</div>
%K Nonlinear Restrictions
%K Deficient Rank
%K Singular Covariance Matrix
%K Generalised Wald Test
%U http://www.oalib.com/paper/5289906