Testing a subset of the parameters of a nonlinear regression model

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Abstract

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.

Original languageEnglish (US)
Pages (from-to)927-932
Number of pages6
JournalJournal of the American Statistical Association
Volume70
Issue number352
DOIs
StatePublished - Dec 1975

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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