This　paper　evaluates　the　performance　of　theF(W)-test　for　testing　part　ofp-regression　coefficients　in　linear　panel　data　model　whenpis　divergent.　The　asymptotic　power　of　theF(W)-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.