Rao's score test, or the score test (often known as the Lagrange multiplier test in econometrics) is a statistical test of a simple null hypothesis that a parameter of interest is equal to some particular value . It is the most powerful test when the true value of is close to . The main advantage of the Score-test is that it does not require an estimate of the information under the alternative hypothesis or unconstrained maximum likelihood. This makes testing feasible when the unconstrained maximum likelihood estimate is a boundary point in the parameter space.
Read more about Score Test: Multiple Parameters, Special Cases
Famous quotes containing the words score and/or test:
“Gargantua, at the age of four hundred four score and forty- four years begat his son Pantagruel, from his wife, named Badebec, daughter of the King of the Amaurotes in Utopia, who died in child-birth: because he was marvelously huge and so heavy that he could not come to light without suffocating his mother.”
—François Rabelais (14941553)
“The final test of a novel will be our affection for it, as it is the test of our friends, and of anything else which we cannot define.”
—E.M. (Edward Morgan)