Economists re-invented the Rao efficient score test, calling it the Lagrange multiplier test. Please check the history of this test. Rao's paper was published in 1947. That being said, "score" would be more consistent with the survival and rms packages. Frank
Brett Presnell wrote: > > Thanks for doing this Peter. I'll have to install the development > version to try this out. > > One suggestion though. I'm pretty confident that plain old "score test" > is a more common terminology than anything involving Rao's name > (econometricians even call it the Lagrange multiplier test). In light > of this, I think that it would be much better to use test = "score" > rather than test = "Rao". > > -- > Brett Presnell > Department of Statistics > University of Florida > http://www.stat.ufl.edu/~presnell/ > > "We don't think that the popularity of an error makes it the truth." > -- Richard Stallman > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel > ----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/New-code-in-R-devel-Rao-score-test-for-glm-tp3514262p3514679.html Sent from the R devel mailing list archive at Nabble.com. ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
