Please use this identifier to cite or link to this item: https://repositorio.ufrn.br/jspui/handle/123456789/27092
Title: Mdscore: an R package to compute improved score tests in generalized linear models
Authors: Silva-Júnior, Antonio Hermes M. da
Silva, Damião Nóbrega da
Ferrari, Silvia L. P.
Keywords: Asymptotic test;Bartlett-type correction;Chi-square distribution;Lagrange multiplier test;R package - improved score tests
Issue Date: Oct-2014
Publisher: Foundation for Open Access Statistics
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.
Portuguese Abstract: 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.
URI: https://repositorio.ufrn.br/jspui/handle/123456789/27092
ISSN: 1548-7660
Appears in Collections:CCET - DEST - Artigos publicados em periódicos

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