The Likelihood Ratio Test statistic,T, is considered for the hypothesisH: θ = θ0againstA: θ ≠ θ0in the nonlinear regression modely=f(x, θ) +ewith normal errors and unknown variance. The distribution function of a random variableXsuch thatn· (T—X) converges in probability to zero is derived. UsingXto approximateT, the power of the Likelihood Ratio Test is tabulated for selected sample sizes and departures from the null hypothesis. The adequacy of the approximation ofTbyXis investigated in a Monte-Carlo study.