CL-65 CREW HAD AN EGPWS AURAL TERRAIN WARNING 30 MI SW OF XNA; AT 3000 FT MSL. THE TERRAIN AUTO DISPLAY DID NOT ACTIVATE NOR DID THE RADIO ALTIMETER.

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ON APCH TO XNA (NORTHWEST ARKANSAS REGIONAL ARPT); MY FO WAS FLYING VISUAL APCH TO RWY 34. LEVEL AT 3000 FT; WE RECEIVED EGPWS WARNING 'TERRAIN ALERT.' (OUR COMPANY'S PROC IS TO CORRECT FOR WARNING AT NIGHT OR IMC WITHOUT QUESTION.) THE EGPWS RADIO ALTIMETER NOR DID THE TERRAIN DISPLAY AUTO DISPLAY ON PFD OR MFD. MY FO MADE NO CORRECTION AND STATED 'IT'S NOTHING.' I TOLD HIM; 'PULLING UP; MAX PWR SPOILERS IN' AND TO CLB AND CORRECT. THE WARNING SOUNDED AGAIN AND HE STARTED CLBING. REACHING 4000 FT; THE WARNING EXTINGUISHED. HE FLEW THE VISUAL APCH NORMALLY FROM 4000 FT. ON THE GND; HE APOLOGIZED AND STATED HE SHOULD HAVE COMPLIED WITH THE WARNING WITHOUT ME TELLING HIM TO. CALLBACK CONVERSATION WITH RPTR REVEALED THE FOLLOWING INFO: THE CREW WAS FLYING A CL65-200 ACFT EQUIPPED WITH A COLLINS EGPWS SYS. THE FLT WAS ON A VERY DARK NIGHT IN VMC. THE CREW ONLY GOT THE TERRAIN AURAL WARNING. THE AUTO TERRAIN DISPLAY DID NOT ACTIVATE; NOR WAS THE RADIO ALTIMETER OBSERVED TO MOVE. THE CREW LISTED THE EGPWS FALSE WARNING IN THE ACFT MAINT LOG. SINCE THEY WERE AT AN OUTLAYING STATION; IT WAS DEFERRED IN ACCORDANCE WITH THE MEL. WHEN THEY GOT BACK TO A MAINT STATION THE NEXT MORNING; MAINT SIGNED THE EGPWS DISCREPANCY OFF WITH A 'GND CHKS OK.' THE CREW HAS FLOWN OTHER ACFT IN THIS AREA AT THIS ALT WITHOUT HAVING THE EGPWS WARNING ACTIVATE.