Abstract:The score test statistic from the observed information is easy to compute numerically. Its large sample distribution under the null hypothesis is well known and is equivalent to that of the score test based on the expected information, the likelihood-ratio test and the Wald test. However, several authors have noted that under the alternative hypothesis this no longer holds and in particular the score statistic from the observed information can take negative values. We extend the anthology on the score test to … Show more
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