Robust tests in nonlinear regression models |
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Affiliation: | 1. Department of Statistics, Columbia University, New York, NY 10027, USA;2. Department of Biostatistics, The University of Iowa, Iowa City, IA 52242, USA |
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Abstract: | Robust tests for testing subhypotheses in nonlinear models are developed. These are drop-in-dispersion testing procedures, score-type and Wald-type testing procedures. The asymptotic properties and influence functions are obtained. Robust tests that perform well in the presence of heteroscedasticity are also developed. Simulation results are provided to illustrate these procedures. |
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