The Danger of Extrapolating Asymptotic Local Power
外推渐近局部功效的危险
IN NONLINEAR MODELS the power function is often approximated by asymptotic methods. The most common approach is to consider the asymptotic local power function. The local power function is monotonic and it has essentially the same shape as the power function in the classical normal linear regression model. However, the accuracy of the approximation can be poor at nonlocal alternatives. This note examines the exact powers of the Wald test in the case of a one parameter…