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

Peter Ehlers ehlers at ucalgary.ca
Wed May 11 16:49:49 CEST 2011

On 2011-05-11 07:30, peter dalgaard wrote:
> 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

Yes, thanks, Peter, for coding this test.
As to the name, my vote is for "Rao".

Peter Ehlers

>> --
>> 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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