[Rd] New code in R-devel: Rao score test for glm.
pdalgd at gmail.com
Wed May 11 16:30:25 CEST 2011
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
> "We don't think that the popularity of an error makes it the truth."
> -- Richard Stallman
> R-devel at r-project.org mailing list
Center for Statistics, Copenhagen Business School
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Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
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