Author(s):
1. SumathiK:
Department of Statistics, Mangalore University, Mangalagangotri Konaje,India
2. ArunaRao K:
Department of Statistics, Mangalore University, Mangalagangotri Konaje, India
Abstract:
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. The paper further dispels the doubt regarding the use of score test.
Page(s):
55-66
DOI:
DOI not available
Published:
Journal: Pakistan Journal of Statistics and Operation Research, Volume: 7, Issue: 1, Year: 2011
Keywords:
Fisher information matrix
,
Model building
,
Consistency
,
Score test
,
Power function
References:
References are not available for this document.
Citations
Citations are not available for this document.