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...

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Publicado en:American Statistician Vol. 61; no. 4; pp. 289 - 291
Autores principales: Verbeke, Geert, Molenberghs, Geert
Formato: Artículo
Publicado: American Statistical Association November 2007
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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        atl: What Can Go Wrong With the Score Test?
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          Verbeke, Geert
          Molenberghs, Geert
      su:
        Telecommunication systems
        Mathematical models
        Test scoring
        Statistical errors
      sug:
        subj:
          Telecommunication systems
          Mathematical models
          Test scoring
          Statistical errors
      keyword: Statistics -- Misuse
      ab: 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.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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