[Rd] New code in R-devel: Rao score test for glm.

[peter dalgaard]

On May 11, 2011, at 15:10 , Brett Presnell wrote:

> 
> Thanks for doing this Peter.  I'll have to install the development
> version to try this out.
> 
> One suggestion though.  I'm pretty confident that plain old "score test"
> is a more common terminology than anything involving Rao's name
> (econometricians even call it the Lagrange multiplier test).  In light
> of this, I think that it would be much better to use test = "score"
> rather than test = "Rao".

It's not like that didn't cross my mind, in fact I started out that way, but... 

- A column labeled "score" just looks odd, whereas there is some precedence for labeling tests according to authors (e.g. Pillai). 
- CR Rao is still around, now 90 years of age, and having been taught from "Linear Statistical Inference with Applications", I thought paying a little homage would be appropriate
- At least the curator calls it "Rao score test": http://www.scholarpedia.org/article/Rao_score_test 


> 
> -- 
> Brett Presnell
> Department of Statistics
> University of Florida
> http://www.stat.ufl.edu/~presnell/
> 
> "We don't think that the popularity of an error makes it the truth."
>   -- Richard Stallman
> 
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-- 
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com