Alternative forms and properties of the score test
- 1 January 1986
- journal article
- research article
- Published by Taylor & Francis in Journal of Applied Statistics
- Vol. 13 (1) , 13-25
- https://doi.org/10.1080/02664768600000002
Abstract
TWO different issues relating to the score (S) test are investigated. Firstly, we study the finite sample properties of a number of asymptotically equivalent forms of the S test. From our simulation results we observe that these forms can behave very differently in finite samples. Secondly, we investigate the power properties of the S test and find that it compares favorably to those of the likelihood ratio (LR) test although the former does not use information about the precise forms of the alternatives.Keywords
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