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  • 标题:mdscore: An R Package to Compute Improved Score Tests in Generalized Linear Models
  • 本地全文:下载
  • 作者:Antonio Hermes M. da Silva-Júnior ; Damião Nóbrega da Silva ; Silvia L. P. Ferrari
  • 期刊名称:Journal of Statistical Software
  • 印刷版ISSN:1548-7660
  • 电子版ISSN:1548-7660
  • 出版年度:2014
  • 卷号:61
  • 期号:1
  • 页码:1-16
  • 语种:English
  • 出版社:University of California, Los Angeles
  • 摘要:Improved score tests are modifications of the score test such that the null distribution of the modified test statistic is better approximated by the chi-squared distribution. The literature includes theoretical and empirical evidence favoring the improved test over its unmodified version. However, the developed methodology seems to have been overlooked by data analysts in practice, possibly because of the difficulties associated with the computation of the modified test. In this article, we describe the mdscore package to compute improved score tests in generalized linear models, given a fitted model by the glm() function in R. The package is suitable for applied statistics and simulation experiments. Examples based on real and simulated data are discussed.
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