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

2013-04-17 Thread peter dalgaard
(R-devel is not "Dr. Dalgaard") It's been there since 2.14.0. (So the post was presumably when 2.13.x was current.) -pd On Apr 17, 2013, at 03:08 , yhu30 wrote: > Hi Dr. Dalgaard, > > I just googled one of your old posts and find it very useful. I am very > curious about whether your code

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

2013-04-17 Thread yhu30
Hi Dr. Dalgaard, I just googled one of your old posts and find it very useful. I am very curious about whether your code which implements the score test have been implemented in the glm function of R (instead of the development version of R). Thanks a lot! Yijuan -- View this message in contex

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

2011-05-11 Thread Brett Presnell
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,

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

2011-05-11 Thread Peter Ehlers
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

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

2011-05-11 Thread peter dalgaard
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 > (e

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

2011-05-11 Thread Frank Harrell
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 f

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

2011-05-11 Thread Brett Presnell
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 lig

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

2011-05-11 Thread peter dalgaard
I have just committed some code to the r-devel branch to implement the Rao efficient score test. This is asymptotically equivalent to the LRT, but there is some indication that it might have better properties in smaller samples since it is based more directly on the distribution of the sufficien