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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Bibliographic Details
Published inEconometrica Vol. 58; no. 4; pp. 977 - 981
Main Authors Nelson, Forrest D., Savin, N. E.
Format Journal Article
LanguageEnglish
Published Malden, MA Econometric Society 01.07.1990
Blackwell
George Banta Pub. Co. for the Econometric Society
Blackwell Publishing Ltd
Subjects
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
Extrapolation
Response function
Statistical test
Wald test
Regression model
Non linear model
Exponential function
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Summary: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.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0012-9682
1468-0262
DOI:10.2307/2938360