Mdscore: an R package to compute improved score tests in generalized linear models

• Autor(a) principal: Silva-Júnior, Antonio Hermes M. da
• Data de Publicação: 2014
• Outros Autores: Silva, Damião Nóbrega da, Ferrari, Silvia L. P.
• Tipo de documento: Artigo
• Idioma: por
• Título da fonte: Repositório Institucional da UFRN
• Texto Completo: https://repositorio.ufrn.br/jspui/handle/123456789/27092
• topic: Asymptotic test; Bartlett-type correction; Chi-square distribution; Lagrange multiplier test; R package - improved score tests

Improved score tests are modifications of the score test such that the null distribution of the modified test statistic is better approximated by the chi-squared distribution. The literature includes theoretical and empirical evidence favoring the improved test over its unmodified version. However, the developed methodology seems to have been overlooked by data analysts in practice, possibly because of the difficulties associated with the computationofthemodifiedtest. Inthisarticle, wedescribethemdscorepackagetocompute improved score tests in generalized linear models, given a fitted model by theglm() function inR. The package is suitable for applied statistics and simulation experiments. Examples based on real and simulated data are discussed.