Finite sample behaviour of an asymptotic t–test in exponential regression

Abstract

We consider the problem of testing the hypothesis that the nonlinear parameter of an exponential regressoion model equals a given value. It is stated that a statistic known to be asymptotically t–distributed can be used for samples of size n ≥ 4, regardless of the magnitude of the model parameters

Keywords:

• 62J02
• exponential
• regression
• nonlinear
• test
• robustness

¹Paper presented at the 6th International Summer School on Problems of Model Choice and Parameter Estimation in Regression Analysis, Noverber 1983, Sellin, GDR

¹Paper presented at the 6th International Summer School on Problems of Model Choice and Parameter Estimation in Regression Analysis, Noverber 1983, Sellin, GDR

Notes

¹Paper presented at the 6th International Summer School on Problems of Model Choice and Parameter Estimation in Regression Analysis, Noverber 1983, Sellin, GDR