Corpus ID: 85529243

How to avoid the zero-power trap in testing for correlation

@article{Preinerstorfer2018HowTA,
  title={How to avoid the zero-power trap in testing for correlation},
  author={David Preinerstorfer},
  journal={arXiv: Statistics Theory},
  year={2018}
}
In testing for correlation of the errors in regression models the power of tests can be very low for strongly correlated errors. This counterintuitive phenomenon has become known as the "zero-power trap". Despite a considerable amount of literature devoted to this problem, mainly focusing on its detection, a convincing solution has not yet been found. In this article we first discuss theoretical results concerning the occurrence of the zero-power trap phenomenon. Then, we suggest and compare… Expand
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