(in Theory and Methods)

Testing a Subset of the Parameters of a Nonlinear Regression Model

A. Ronald Gallant
Journal of the American Statistical Association, Vol. 70, No. 352. (Dec., 1975), pp. 927-932.


The problem of testing for the location of a subset of the parameters entering the response function of a nonlinear regression model is considered. Two test statistics--the likelihood ratio test statistic and a test statistic derived from the asymptotic normality of the least squares estimator--for this problem are discussed and compared. The large-sample distributions of these statistics are derived and Monte Carlo power estimates are compared with power computed using the large-sample distributions.