From presnell at stat.ufl.edu  Wed May 11 17:45:51 2011
From: presnell at stat.ufl.edu (Brett Presnell)
Date: Wed, 11 May 2011 11:45:51 -0400
Subject: [Rd] New code in R-devel: Rao score test for glm.
In-Reply-To: <4DCAA20D.5090806@ucalgary.ca> (Peter Ehlers's message of "Wed,
	11 May 2011 07:49:49 -0700")
References: <3B67DBA8-A457-4966-A0E1-A3FA6E6EAF92@gmail.com>
	<87hb91s7q6.fsf@stat.ufl.edu>
	<30B91EC8-25CE-4AB8-BE39-22F529834A50@gmail.com>
	<4DCAA20D.5090806@ucalgary.ca>
Message-ID: <87vcxhmea8.fsf@stat.ufl.edu>


I agree that homage is nice, but I really think you'll get more
confusion from "Rao" than you would from "score".  You could always
label the column some other way, right?  I mean, it doesn't have to be
exactly the same as the option.  FWIW, I also have another vote for
"score" from Alan Agresti, the only other person with whom I've
discussed this.

But I don't want to argue the point any more than that.  It seems right
for the person who wrote the code to have the final say, and I'll be
very happy to have this functionality regardless of how it's called.

Peter Ehlers <ehlers at ucalgary.ca> writes:

> 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



[Rd] New code in R-devel: Rao score test for glm.
Brett Presnell