The equivalence of the Milliken-Graybill procedure and the score test

Roy T. St. Laurent, Roy T St Laurent

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

Milliken and Graybill (1970) proposed a widely applicable test of a nonlinear specification in a regression model. In this note I show that their ad hoc procedure is equivalent to a score test and hence asymptotically equivalent to tests based on the maximum likelihood ratio.
Original languageEnglish
Pages (from-to)36-37
JournalThe American Statistician
Volume44
DOIs
StatePublished - 1990

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Score Test
Equivalence
Asymptotically equivalent
Likelihood Ratio
Maximum Likelihood
Regression Model
Specification

Cite this

The equivalence of the Milliken-Graybill procedure and the score test. / St. Laurent, Roy T.; St Laurent, Roy T.

In: The American Statistician, Vol. 44, 1990, p. 36-37.

Research output: Contribution to journalArticle

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