Abstract:

Based on the test of homogeneity for variance and correlation in nonlinear regression models with AR(2) errors, the likelihood ratio test and Score test are first discussed. Then, based on the parameter orthogonality transformation, both the modified likelihood and the modified Score tests are obtained. The results in Reference ［1］ are extended.

Key words: AR(2) errors; nonlinear regression model; parameter orthogona lity; likelihood ratio test; Score test