From ehlers at ucalgary.ca  Wed May 11 16:49:49 2011
From: ehlers at ucalgary.ca (Peter Ehlers)
Date: Wed, 11 May 2011 07:49:49 -0700
Subject: [Rd] New code in R-devel: Rao score test for glm.
In-Reply-To: <30B91EC8-25CE-4AB8-BE39-22F529834A50@gmail.com>
References: <3B67DBA8-A457-4966-A0E1-A3FA6E6EAF92@gmail.com>	<87hb91s7q6.fsf@stat.ufl.edu>
	<30B91EC8-25CE-4AB8-BE39-22F529834A50@gmail.com>
Message-ID: <4DCAA20D.5090806@ucalgary.ca>

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

>
>>
>> --
>> 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
>



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