Score test (Q4456449)
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statistical test based on the gradient of the likelihood function
- Lagrange multiplier test
- LM test
- Rao's score test
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Score test |
statistical test based on the gradient of the likelihood function |
|
Statements
![{\displaystyle -\left.{\frac {\partial \log {\mathcal {L}}}{\partial {\vec {\theta }}'}}\right|_{{\vec {\theta }}_{0}}\left[\left.{\frac {\partial ^{2}\log {\mathcal {L}}}{\partial {\vec {\theta }}\partial {\vec {\theta }}'}}\right|_{\vec {\theta _{0}}}\right]^{-1}\left.{\frac {\partial \log {\mathcal {L}}}{\partial {\vec {\theta }}}}\right|_{{\vec {\theta }}_{0}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/6420f1c03bbca87c2ca2ac9244c7749dc8091d93)
Identifiers
1 reference
Sitelinks
Wikipedia(4 entries)
- enwiki Score test
- fawiki آزمون نمره
- frwiki Test du multiplicateur de Lagrange
- ruwiki Тест множителей Лагранжа