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mdscore: An R Package to Compute Improved Score Tests in Generalized Linear Models

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  • da Silva-Júnior, Antonio Hermes M.
  • da Silva, Damião Nóbrega
  • Ferrari, Silvia L. P.

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 computation of the modified test. In this article, we describe the mdscore package to compute improved score tests in generalized linear models, given a fitted model by the glm() function in R. The package is suitable for applied statistics and simulation experiments. Examples based on real and simulated data are discussed.

Suggested Citation

  • da Silva-Júnior, Antonio Hermes M. & da Silva, Damião Nóbrega & Ferrari, Silvia L. P., 2014. "mdscore: An R Package to Compute Improved Score Tests in Generalized Linear Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 61(c02).
    • Handle: RePEc:jss:jstsof:v:061:c02
    DOI: http://hdl.handle.net/10.18637/jss.v061.c02
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    References listed on IDEAS

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    1. Gauss M. Cordeiro & Denise A. Botter & Lúcia P. Barroso & Silvia L. P. Ferrari, 2003. "Three Corrected Score Tests for Generalized Linear Models with Dispersion Covariates," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 57(4), pages 391-409, November.
    2. Ferrari, Silvia L. P. & Cordeiro, Gauss M., 1996. "Corrected score tests for exponential family nonlinear models," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 7-12, January.
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    Cited by:

    1. Francisco M. C. Medeiros & Silvia L. P. Ferrari, 2017. "Small-sample testing inference in symmetric and log-symmetric linear regression models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 71(3), pages 200-224, August.

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    2. Ferrari, Silvia L. P. & Cordeiro, Gauss M. & Uribe-Opazo, Miguel A. & Cribari-Neto, Francisco, 1996. "Improved score tests for one-parameter exponential family models," Statistics & Probability Letters, Elsevier, vol. 30(1), pages 61-71, September.

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