Abstract
The most common method of hypothesis testing in GLIM is the likelihood ratio method. However, in certain biostatistical application areas, score tests are more commonly used. Mantel-Haenszel chi-squared tests provide good examples. In other cases where a large number of competing models are being entertained, score tests may also be preferable for economy in computing.
We show that score tests can be computed in GLIM with the same ease as likelihood ratio tests. This allows flexibility to users which was not otherwise available. The method is applied to several examples in order to illustrate its usefulness and generality.
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© 1982 Springer-Verlag New York Inc.
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Pregibon, D. (1982). Score Tests in GLIM with Applications. In: Gilchrist, R. (eds) GLIM 82: Proceedings of the International Conference on Generalised Linear Models. Lecture Notes in Statistics, vol 14. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-5771-4_9
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DOI: https://doi.org/10.1007/978-1-4612-5771-4_9
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