Thomas Lumley • 9/10/2021

Score tests: surprisingly annoying

Read Original

The article details the author's experience implementing score tests for generalized linear models in the survey package. It challenges the folklore that score tests are computationally easy, explaining the difficulties with design matrix construction, checking for linear dependencies, and handling numerical instability in rank-deficient matrices, especially when models are not symbolically nested.

0 comments
#Statistical Testing #Computational Statistics #Generalized Linear Models
Score tests: surprisingly annoying

Comments

No comments yet

Be the first to share your thoughts!

Browser Extension

Get instant access to AllDevBlogs from your browser

Top of the Week

1
React, useEffect, and Stale Closures: How to Avoid Them with Dependencies and useRef
Jivbcoop • 4 votes
2
Better react-hook-form Smart Form Components
Maarten Hus • 2 votes
3
AGI, ASI, A*I – Do we have all we need to get there?
John D. Cook • 1 votes
4
Quoting Thariq Shihipar
Simon Willison • 1 votes
5
Dew Drop – January 15, 2026 (#4583)
Alvin Ashcraft • 1 votes
6
Using Browser Apis In React Practical Guide
Jivbcoop • 1 votes