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:
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“The test is always how we treat the poor.”
—Robert Frost (1874–1963)