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

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".

-- 
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

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".

-- 
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

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

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