The Danger of Extrapolating Asymptotic Local Power

The Danger of Extrapolating Asymptotic Local Power

The local power function is monotonic and has the same shape as the power function in the classical normal linear regression model. The exact powers of the Wald test in the case of a one parameter nonlinear regression model with normal errors are discussed.

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Bibliographische Detailangaben
Veröffentlicht in:Econometrica 1990-07, Vol.58 (4), p.977-981
Hauptverfasser: Nelson, Forrest D., Savin, N. E.
Format: Artikel
Sprache:eng
Schlagworte:
Approximation
Critical values
Curvature
Econometrics
Economic models
Exact sciences and technology
Local power
Mathematics
Nonmonotonic logic
Nonparametric inference
Notes and Comments
Parametric models
Power functions
Probability and statistics
Regression analysis
Scalars
Sciences and techniques of general use
Statistics
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Beschreibung
Zusammenfassung:The local power function is monotonic and has the same shape as the power function in the classical normal linear regression model. The exact powers of the Wald test in the case of a one parameter nonlinear regression model with normal errors are discussed.
ISSN:0012-9682
1468-0262
DOI:10.2307/2938360