(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.