This paper evaluates the performance of the FW-test for testing part of p-regression coefficients in linear panel data model when p is divergent. The asymptotic power of the FW-statistic is obtained under some regular conditions. The theoretical development are challenging since the number of covariates increases as the sample size increases. It is worth noting that the inference approach does not require any specification of the error distribution. Some simulation comparisons are conducted and show that the simulated power coincide with theoretical power well. The method is also illustrated using a renal cancer data example.

中文翻译：

---

当 p 发散时，线性面板模型中 p 回归系数的检验

本文评估了 FW 检验在 p 发散时测试线性面板数据模型中部分 p 回归系数的性能。FW 统计量的渐近幂是在一些规则条件下获得的。理论发展具有挑战性，因为协变量的数量随着样本量的增加而增加。值得注意的是，推理方法不需要任何错误分布的规范。进行了一些模拟比较，表明模拟功率与理论功率吻合良好。还使用肾癌数据示例说明了该方法。