74:
53:
193:
distribution or mentioning Fisher's information I. The multiple parameters section gives the asymptotic distribution of the score test statistic, which involves both the score U and the information I, without saying it's LMP. Would be better to do the whole thing for a single parameter first then show how it generalises to multiple parameters. Afraid i don't have the textbooks to hand that i'd need to be sure about changing it myself. --
22:
424:"When the data consists of failure time data in two groups, the score statistic for the Cox partial likelihood is the same as the log-rank statistic in the log-rank test. Hence the log-rank test for difference in survival between two groups is most powerful when the proportional hazards assumption holds."
223:
Maybe it is personal bias coming from my own field, but in econometrics the term "score test" is almost never used even though—curiously—the LM test is usually calculated using Rao's score form rather than the
Lagrangean. How are we going to settle this issue though? Citing the main textbooks from
317:. I've just edited the lead, which you expanded before moving the article. I'd be grateful if you could define the terms "restricted estimator" and "non-binding" that you added as they're not entirely clear to me and I don't think they'll be clear to readers coming to this for the first time. --
192:
The initial single-parameter section and the "multiple parameters" section take different approaches at present that need to relate to each other better. The single-parameter section is showing that a test based on the score is locally most powerful (LMP) without saying anything about its
282:"Score test" was far ahead of "Lagrange multiplier test" and "LM test" until the late 1970s, since when the sum of the latter two has come to dominate (due to Breusch & Pagan's 1980 paper I guess) but not greatly.
268:
says "...Discussions about article titles commonly look at additional off-site sourcing, such as frequency of usage in news publications, books, and journals." News publications are irrelevant, so lets look at:
403:
124:
304:
gives "About 23,700 results". Limiting both to since (say) 2010 gives "About 17,400" and "About 12,200" respectively, suggesting a reasonably similar pattern to that for books.
170:
Anais: And what happens under the alternative hypothesis (if H0 is not true) ? Does it tend to infinity ? It is quite important if you want to define the critical region...
280:
474:
114:
479:
469:
157:
90:
420:
Unrelated: "log-rank test for difference in survival between two groups is most powerful when the proportional hazards assumption holds."
447:
428:
177:
355:
I'm pinging you as someone who seems to be involved in these articles. How shall we define "restricted estimator" (which was tagged by
300:
81:
58:
362:
294:
33:
153:
314:
265:
21:
181:
451:
432:
149:
39:
142:
Shouldn't "identifying the C above with log(K)" actually read "identifying the C above with log(K)/n"?
73:
52:
427:
The score-test is not even most powerful. You're confusing score-tests with the most powerful tests.
261:
173:
145:
410:
276:
250:
89:
on
Knowledge. If you would like to participate, please visit the project page, where you can join
232:
225:
239:
350:
212:(Moving discussion here that was initiated on my Talk page about the recent page move --
406:
322:
289:
246:
217:
198:
463:
310:
86:
356:
318:
213:
194:
405:, but that might be too technical and confusing for non-experts. --
455:
436:
414:
326:
254:
202:
185:
161:
446:
suggestion:add an example for uses in nuisance parameters case
442:
suggestion:add an example for uses in nuisance parameters case
15:
398:{\displaystyle \theta _{0}\in \Theta _{0}\subset \Theta }
309:
So on that basis I'm happy with your article move from
365:
301:"score test" -"test score" statistics OR econometrics
85:, a collaborative effort to improve the coverage of
397:
359:)? I was thinking of defining in set notation,
8:
19:
143:
47:
383:
370:
364:
295:"LM test" OR "Lagrange multiplier test"
49:
208:Article title: LM test vs. score test
7:
298:gives "About 17,500 results", while
224:different fields? In that case, see
79:This article is within the scope of
475:High-importance Statistics articles
38:It is of interest to the following
392:
380:
14:
99:Knowledge:WikiProject Statistics
72:
51:
20:
480:WikiProject Statistics articles
470:Start-Class Statistics articles
119:This article has been rated as
102:Template:WikiProject Statistics
1:
93:and see a list of open tasks.
203:17:52, 23 January 2008 (UTC)
186:11:26, 20 January 2008 (UTC)
496:
456:20:34, 5 August 2022 (UTC)
437:02:42, 5 August 2022 (UTC)
415:04:58, 12 April 2019 (UTC)
327:22:03, 29 March 2019 (UTC)
255:02:07, 29 March 2019 (UTC)
235:Introductory Econometrics
162:00:54, 13 July 2006 (UTC)
118:
67:
46:
315:Lagrange multiplier test
399:
82:WikiProject Statistics
28:This article is rated
400:
242:Guide to Econometrics
363:
333:Restricted estimator
277:Google Ngram Viewer
105:Statistics articles
395:
260:Hmm... well under
34:content assessment
188:
176:comment added by
164:
148:comment added by
139:
138:
135:
134:
131:
130:
487:
404:
402:
401:
396:
388:
387:
375:
374:
354:
345:
344:
340:
171:
150:Stefan.karpinski
125:importance scale
107:
106:
103:
100:
97:
76:
69:
68:
63:
55:
48:
31:
25:
24:
16:
495:
494:
490:
489:
488:
486:
485:
484:
460:
459:
444:
422:
379:
366:
361:
360:
348:
346:
342:
338:
336:
335:
210:
121:High-importance
104:
101:
98:
95:
94:
62:High‑importance
61:
32:on Knowledge's
29:
12:
11:
5:
493:
491:
483:
482:
477:
472:
462:
461:
443:
440:
421:
418:
394:
391:
386:
382:
378:
373:
369:
334:
331:
330:
329:
307:
306:
305:
290:Google Scholar
283:
209:
206:
191:
167:
141:
137:
136:
133:
132:
129:
128:
117:
111:
110:
108:
91:the discussion
77:
65:
64:
56:
44:
43:
37:
26:
13:
10:
9:
6:
4:
3:
2:
492:
481:
478:
476:
473:
471:
468:
467:
465:
458:
457:
453:
449:
448:68.134.243.51
441:
439:
438:
434:
430:
429:68.134.243.51
425:
419:
417:
416:
412:
408:
389:
384:
376:
371:
367:
358:
352:
341:
332:
328:
324:
320:
316:
312:
308:
303:
302:
297:
296:
291:
287:
284:
281:
278:
274:
271:
270:
267:
263:
262:WP:COMMONNAME
259:
258:
257:
256:
252:
248:
244:
243:
237:
236:
230:
229:
221:
219:
215:
207:
205:
204:
200:
196:
189:
187:
183:
179:
178:90.46.131.123
175:
168:
165:
163:
159:
155:
151:
147:
126:
122:
116:
113:
112:
109:
92:
88:
84:
83:
78:
75:
71:
70:
66:
60:
57:
54:
50:
45:
41:
35:
27:
23:
18:
17:
445:
426:
423:
347:
299:
293:
285:
272:
241:
234:
233:Wooldridge,
228:Econometrics
227:
222:
211:
190:
169:
166:
144:— Preceding
140:
120:
80:
40:WikiProjects
351:DavidMCEddy
292:search for
172:—Preceding
30:Start-class
464:Categories
311:Score test
96:Statistics
87:statistics
59:Statistics
407:bender235
247:bender235
240:Kennedy,
226:Hayashi,
286:Journals
174:unsigned
158:contribs
146:unsigned
123:on the
337:": -->
266:note 5
238:, and
36:scale.
275:: In
273:Books
452:talk
433:talk
411:talk
357:Qwfp
339:edit
323:talk
319:Qwfp
251:talk
245:. --
218:talk
214:Qwfp
199:talk
195:Qwfp
182:talk
154:talk
115:High
313:to
220:))
466::
454:)
435:)
413:)
393:Θ
390:⊂
381:Θ
377:∈
368:θ
325:)
288::
279::
264:,
253:)
231:,
201:)
184:)
160:)
156:•
450:(
431:(
409:(
385:0
372:0
353::
349:@
343:]
321:(
249:(
216:(
197:(
180:(
152:(
127:.
42::
Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.