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:
“A man who is a politician at forty is a statesman at three score and ten. It is at this age, when he would be too old to be a clerk or a gardener or a police-court magistrate, that he is ripe to govern a country.”
—W. Somerset Maugham (1874–1965)
“First follow Nature, and your judgment frame
By her just standard, which is still the same;
Unerring Nature, still divinely bright,
One clear, unchanged, and universal light,
Life, force, and beauty must to all impart,
At once the source, and end, and test of art.”
—Alexander Pope (1688–1744)