Thomas Lumley • 6/20/2019

Wald, score, LRT: the picture

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This technical article provides a visual explanation of the relationship between three fundamental statistical hypothesis tests: Wald, score, and likelihood ratio tests. Using R code examples and geometric diagrams, it illustrates how these tests approximate the area under a score function curve in generalized linear models and likelihood theory, showing how they converge under local alternatives.

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#R Programming #Hypothesis Testing #Statistical Inference
Wald, score, LRT: the picture

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