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
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