文章基本信息

标题：A NOTE ON INCONSISTENCY OF THE SCORE TEST
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作者：K, Sumathi ; K, Aruna Rao
期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2011
卷号：7
期号：1
页码：55-66
DOI：10.1234/pjsor.v7i1.158
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：The score test proposed by Rao (1947) has been widely used in the recent years for data analysis and model building because of its simplicity. However, at the time of its computation, it has been found that the value of the score test statistic becomes negative. Freedman (2007) discussed some of the theoretical reasons for this inconsistency of the score test and observed that the test was inconsistent when the observed Fisher information matrix was used rather than the expected Fisher information matrix. The present paper is an attempt to demonstrate the inconsistency of the score test in terms of the power function.
关键词：Statistics;Model building, consistency, score test, Fisher information matrix, power function.