ON GENERALIZED SCORE TESTS

被引：161

作者：

BOOS, DD

机构：

来源：

AMERICAN STATISTICIAN | 1992年 / 46卷 / 04期

关键词：

COMPOSITE NULL HYPOTHESIS; EMPIRICAL VARIANCE; ESTIMATING EQUATIONS; INFORMATION SANDWICH; LAGRANGE MULTIPLIER TEST; MISSPECIFIED LIKELIHOOD; OBSERVED INFORMATION; ROBUST INFERENCE;

D O I：

10.2307/2685328

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Generalizations of Rao's score test are receiving increased attention, especially in the econometrics and biostatistics literature. These generalizations are able to account for certain model inadequacies or lack of knowledge by use of empirical variance estimates. This article shows how the various forms of the generalized test statistic arise from Taylor expansion of the estimating equations. The general estimating equations structure unifies a variety of applications and helps suggest new areas of application.

引用

页码：327 / 333

页数：7

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