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http://hdl.handle.net/1942/4016| Title: | What can go wrong with the score test? | Authors: | VERBEKE, Geert MOLENBERGHS, Geert |
Issue Date: | 2007 | Publisher: | AMER STATISTICAL ASSOC | Source: | AMERICAN STATISTICIAN, 61(4). p. 289-290 | Abstract: | The score test presents a number of issues. There are four dimensions of concern: (1) Is the parameter space constrained? (2) Is observed information used, or some form of expected information? (3) Are size and power computed under the null hypothesis, a correctly specified alternative, or a misspecified alternative? (4) Are computations asymptotic or small sample? | Notes: | Katholieke Univ Leuven, Ctr Biostat, Louvain, Belgium. Hasselt Univ, Ctr Stat, Diepenbeek, Belgium.VERBEKE, G, Katholieke Univ Leuven, Ctr Biostat, Louvain, Belgium.geert.verbeke@naed.kuleuven.be geert.molerlberghs@uhasselt.be | Keywords: | boundary condition; constrained parameter; expected information; likelihood ratio test; observed information; one-sided test; wald test;boundary condition; constrained parameter; expected information; likelihood ratio test; observed information; one-sided test; wald test | Document URI: | http://hdl.handle.net/1942/4016 | ISSN: | 0003-1305 | e-ISSN: | 1537-2731 | DOI: | 10.1198/000313007X243089 | ISI #: | 000250604700002 | Rights: | (C) 2007 American Statistical Association | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2008 |
| Appears in Collections: | Research publications |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| 27643925.pdf Restricted Access | Published version | 399.45 kB | Adobe PDF | View/Open Request a copy |
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