Construct · 1 fields · 1 citations

score test: a standalone construct

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score test1 CONSTRUCTScore testRADHAKRISHNA RAO ·

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Mathematical statistics

test of a parameter restriction based on the slope of the log likelihood at the restricted estimate, so the model is fitted only under the null.

In mathematical statistics, score test refers to test of a parameter restriction based on the slope of the log likelihood at the restricted estimate, so the model is fitted only under the null. This meaning comes from Radhakrishna Rao (1948) in Mathematical Proceedings of the Cambridge Philosophical Society.[1]

Unit
Recovery means
Measured by

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Nearby constructs

likelihood3 fields · 3 citationsjingle · one word, three constructsmodel3 fields · 3 citationsjingle · one word, three constructsparameter3 fields · 3 citationsjingle · one word, three constructs

References

  1. Radhakrishna Rao, C. (1948). Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation. Mathematical Proceedings of the Cambridge Philosophical Society, 44(1), 50-57. https://doi.org/10.1017/s0305004100023987

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