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