Please use this identifier to cite or link to this item:
|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|
|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.|
|Appears in Collections:||CCET - DEST - Artigos publicados em periódicos|
Files in This Item:
|mdscoreAnRPackage_2014.pdf||374,48 kB||Adobe PDF||View/Open|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.