From f.harrell at vanderbilt.edu  Wed May 11 15:24:20 2011
From: f.harrell at vanderbilt.edu (Frank Harrell)
Date: Wed, 11 May 2011 06:24:20 -0700 (PDT)
Subject: [Rd] New code in R-devel: Rao score test for glm.
In-Reply-To: <87hb91s7q6.fsf@stat.ufl.edu>
References: <3B67DBA8-A457-4966-A0E1-A3FA6E6EAF92@gmail.com>
	<87hb91s7q6.fsf@stat.ufl.edu>
Message-ID: <1305120260666-3514679.post@n4.nabble.com>

Economists re-invented the Rao efficient score test, calling it the Lagrange
multiplier test.  Please check the history of this test.  Rao's paper was
published in 1947.  That being said, "score" would be more consistent with
the survival and rms packages.
Frank

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".
> 
> -- 
> 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
> 
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
> 


-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
--
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[Rd] New code in R-devel: Rao score test for glm.
Frank Harrell