• <Source Information> Yaeji Jun and Jin Seo Cho (2015): Journal of Korean Official Statistics, 20, 87-110.

  • <Abstract> This paper analyzes the interrelationships among Wald, likelihood ratio, Lagrange multiplier statistics for testing neglected nonlinearity. We show that the three test statistics are equivalent under the null although there exists a twofold identification problem. This implies that the trinity property holds for the tests as for the standard case.