Mdscore: an R package to compute improved score tests in generalized linear models
Autor(a) principal: | |
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Data de Publicação: | 2014 |
Outros Autores: | , |
Tipo de documento: | Artigo |
Idioma: | por |
Título da fonte: | Repositório Institucional da UFRN |
Texto Completo: | https://repositorio.ufrn.br/jspui/handle/123456789/27092 |
Resumo: | 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. |
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Silva-Júnior, Antonio Hermes M. daSilva, Damião Nóbrega daFerrari, Silvia L. P.2019-05-17T12:57:59Z2019-05-17T12:57:59Z2014-10SILVA-JUNIOR, Antonio Hermes M. da; SILVA, Damião Nóbrega da; FERRARI, Silvia L. P. Mdscore: an R package to compute improved score tests in generalized linear models. Journal of statistical software , v. 61, p. 1-16, 2014. Disponível em: <https://www.jstatsoft.org/article/view/v061c02>. Acesso em: 05 dez. 2017.1548-7660https://repositorio.ufrn.br/jspui/handle/123456789/27092Foundation for Open Access StatisticsAsymptotic testBartlett-type correctionChi-square distributionLagrange multiplier testR package - improved score testsMdscore: an R package to compute improved score tests in generalized linear modelsinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleImproved 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.info:eu-repo/semantics/openAccessporreponame:Repositório Institucional da UFRNinstname:Universidade Federal do Rio Grande do Norte (UFRN)instacron:UFRNORIGINALmdscoreAnRPackage_2014.pdfmdscoreAnRPackage_2014.pdfapplication/pdf383467https://repositorio.ufrn.br/bitstream/123456789/27092/1/mdscoreAnRPackage_2014.pdfa7f358cfe5373d02314f3dfd5c59dac9MD51LICENSElicense.txtlicense.txttext/plain; charset=utf-81748https://repositorio.ufrn.br/bitstream/123456789/27092/2/license.txt8a4605be74aa9ea9d79846c1fba20a33MD52123456789/270922019-05-17 09:57:59.749oai:https://repositorio.ufrn.br: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Repositório de PublicaçõesPUBhttp://repositorio.ufrn.br/oai/opendoar:2019-05-17T12:57:59Repositório Institucional da UFRN - Universidade Federal do Rio Grande do Norte (UFRN)false |
dc.title.pt_BR.fl_str_mv |
Mdscore: an R package to compute improved score tests in generalized linear models |
title |
Mdscore: an R package to compute improved score tests in generalized linear models |
spellingShingle |
Mdscore: an R package to compute improved score tests in generalized linear models Silva-Júnior, Antonio Hermes M. da Asymptotic test Bartlett-type correction Chi-square distribution Lagrange multiplier test R package - improved score tests |
title_short |
Mdscore: an R package to compute improved score tests in generalized linear models |
title_full |
Mdscore: an R package to compute improved score tests in generalized linear models |
title_fullStr |
Mdscore: an R package to compute improved score tests in generalized linear models |
title_full_unstemmed |
Mdscore: an R package to compute improved score tests in generalized linear models |
title_sort |
Mdscore: an R package to compute improved score tests in generalized linear models |
author |
Silva-Júnior, Antonio Hermes M. da |
author_facet |
Silva-Júnior, Antonio Hermes M. da Silva, Damião Nóbrega da Ferrari, Silvia L. P. |
author_role |
author |
author2 |
Silva, Damião Nóbrega da Ferrari, Silvia L. P. |
author2_role |
author author |
dc.contributor.author.fl_str_mv |
Silva-Júnior, Antonio Hermes M. da Silva, Damião Nóbrega da Ferrari, Silvia L. P. |
dc.subject.por.fl_str_mv |
Asymptotic test Bartlett-type correction Chi-square distribution Lagrange multiplier test R package - improved score tests |
topic |
Asymptotic test Bartlett-type correction Chi-square distribution Lagrange multiplier test R package - improved score tests |
description |
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. |
publishDate |
2014 |
dc.date.issued.fl_str_mv |
2014-10 |
dc.date.accessioned.fl_str_mv |
2019-05-17T12:57:59Z |
dc.date.available.fl_str_mv |
2019-05-17T12:57:59Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.citation.fl_str_mv |
SILVA-JUNIOR, Antonio Hermes M. da; SILVA, Damião Nóbrega da; FERRARI, Silvia L. P. Mdscore: an R package to compute improved score tests in generalized linear models. Journal of statistical software , v. 61, p. 1-16, 2014. Disponível em: <https://www.jstatsoft.org/article/view/v061c02>. Acesso em: 05 dez. 2017. |
dc.identifier.uri.fl_str_mv |
https://repositorio.ufrn.br/jspui/handle/123456789/27092 |
dc.identifier.issn.none.fl_str_mv |
1548-7660 |
identifier_str_mv |
SILVA-JUNIOR, Antonio Hermes M. da; SILVA, Damião Nóbrega da; FERRARI, Silvia L. P. Mdscore: an R package to compute improved score tests in generalized linear models. Journal of statistical software , v. 61, p. 1-16, 2014. Disponível em: <https://www.jstatsoft.org/article/view/v061c02>. Acesso em: 05 dez. 2017. 1548-7660 |
url |
https://repositorio.ufrn.br/jspui/handle/123456789/27092 |
dc.language.iso.fl_str_mv |
por |
language |
por |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.publisher.none.fl_str_mv |
Foundation for Open Access Statistics |
publisher.none.fl_str_mv |
Foundation for Open Access Statistics |
dc.source.none.fl_str_mv |
reponame:Repositório Institucional da UFRN instname:Universidade Federal do Rio Grande do Norte (UFRN) instacron:UFRN |
instname_str |
Universidade Federal do Rio Grande do Norte (UFRN) |
instacron_str |
UFRN |
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UFRN |
reponame_str |
Repositório Institucional da UFRN |
collection |
Repositório Institucional da UFRN |
bitstream.url.fl_str_mv |
https://repositorio.ufrn.br/bitstream/123456789/27092/1/mdscoreAnRPackage_2014.pdf https://repositorio.ufrn.br/bitstream/123456789/27092/2/license.txt |
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Repositório Institucional da UFRN - Universidade Federal do Rio Grande do Norte (UFRN) |
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