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score test

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  1. Score test

    In statistics, the score test assesses constraints on statistical parameters based on the gradient of the likelihood function—known as the score—evaluated at the hypothesized parameter value under the null hypothesis. Intuitively, if the restricted estimator is near the maximum of the likelihood function, the score should not differ from zero by more than sampling error. While the finite sample distributions of score tests are generally unknown, it has an asymptotic χ2-distribution under the null hypothesis as first proved by C. R. Rao in 1948, a fact that can be used to determine statistical significance. Since function maximization subject to equality constraints is most conveniently done using a Lagrangean expression of the problem, the score test can be equivalently understood as a test of the magnitude of the Lagrange multipliers associated with the constraints where, again, if the constraints are non-binding at the maximum likelihood, the vector of Lagrange multipliers should not differ from zero by more than sampling error. The equivalence of these two approaches was first shown by S. D. Silvey in 1959, which led to the name Lagrange multiplier test that has become more commonly used, particularly in econometrics, since Breusch and Pagan's much-cited 1980 paper.The main advantage of the score test over the Wald test and likelihood-ratio test is that the score test only requires the computation of the restricted estimator. This makes testing feasible when the unconstrained maximum likelihood estimate is a boundary point in the parameter space. Further, because the score test only requires the estimation of the likelihood function under the null hypothesis, it is less specific than the other two tests about the precise nature of the alternative hypothesis.

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How to say score test in sign language?


  1. Chaldean Numerology

    The numerical value of score test in Chaldean Numerology is: 9

  2. Pythagorean Numerology

    The numerical value of score test in Pythagorean Numerology is: 7

Examples of score test in a Sentence

  1. Mike Esse:

    That conversation about that calcium score test saved my life.


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"score test." Definitions.net. STANDS4 LLC, 2024. Web. 16 Apr. 2024. <https://www.definitions.net/definition/score+test>.

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