What Can Go Wrong With the Score Test?
Part of a special section on score test oddities. The score test, as a tool, is commonly used in statistical inference due to its simplicity, elegance, and convenience, but it does present a number of issues. These issues can be explored along four dimensions: unconstrained versus constrained par...
| Publicado en: | American Statistician Vol. 61; no. 4; pp. 289 - 291 |
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| Autores principales: | , |
| Formato: | Artículo |
| Publicado: |
American Statistical Association
November 2007
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |
| Sumario: | Part of a special section on score test oddities. The score test, as a tool, is commonly used in statistical inference due to its simplicity, elegance, and convenience, but it does present a number of issues. These issues can be explored along four dimensions: unconstrained versus constrained parameter spaces; use of observed versus expected information; rejection probabilities carried out under the null hypothesis, a correctly specified alternative, or a misspecified alternative; and asymptotic versus small-sample behavior. The writers consider the first two dimensions in detail. |
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