Mdscore: an R package to compute improved score tests in generalized linear models
| dc.contributor.author | Silva-Júnior, Antonio Hermes M. da | |
| dc.contributor.author | Silva, Damião Nóbrega da | |
| dc.contributor.author | Ferrari, Silvia L. P. | |
| dc.date.accessioned | 2019-05-17T12:57:59Z | |
| dc.date.available | 2019-05-17T12:57:59Z | |
| dc.date.issued | 2014-10 | |
| dc.description.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. | pt_BR |
| dc.identifier.citation | 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. | pt_BR |
| dc.identifier.issn | 1548-7660 | |
| dc.identifier.uri | https://repositorio.ufrn.br/jspui/handle/123456789/27092 | |
| dc.language | pt_BR | pt_BR |
| dc.publisher | Foundation for Open Access Statistics | pt_BR |
| dc.rights | Acesso Aberto | pt_BR |
| dc.subject | Asymptotic test | pt_BR |
| dc.subject | Bartlett-type correction | pt_BR |
| dc.subject | Chi-square distribution | pt_BR |
| dc.subject | Lagrange multiplier test | pt_BR |
| dc.subject | R package - improved score tests | pt_BR |
| dc.title | Mdscore: an R package to compute improved score tests in generalized linear models | pt_BR |
| dc.type | article | pt_BR |
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