(in Theory and Methods)
## The Power of the Likelihood Ratio Test of Location in Nonlinear
Regression Models

A. R. Gallant

*Journal of the American Statistical Association*, Vol. 70,
No. 349. (Mar., 1975), pp. 198-203.

### Abstract

The Likelihood Ratio Test statistic, T, is considered for
the hypothesis
H: q = q_{0}
against
A: q ¹ q_{0}
in the nonlinear regression model
y = f(x, q) + e
with normal errors and unknown variance.
The distribution function of a random
variable X such that n·(T - X)
converges in probability to zero is derived.
Using X to approximate T, the power of
the Likelihood Ratio Test is tabulated for
selected sample sizes and departures from
the null hypothesis.
The adequacy of the approximation
of T by X is investigated in a
Monte-Carlo study.