A parametric test of the negativity of the substitution matrix
替代矩阵负半定性的参数检验
Abstract The negativity of the substitution matrix implies that its latent roots are non‐positive. When inequality restrictions are tested, standard test statistics such as a likelihood ratio or a Wald test are not X 2 ‐distributed in large samples. We propose a Wald test for testing the negativity of the substitution matrix. The asymptotic distribution of the statistic is a mixture of X 2 ‐distributions. The Wald test provides an exact critical value for a given…