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 > > -- > 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@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel -- Peter Dalgaard Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
