6533b7d1fe1ef96bd125d7dd
RESEARCH PRODUCT
On Rao Score and Pearson X2 Statistics in Generalized Linear Models
Gianfranco Lovisonsubject
Statistics and ProbabilityContingency tableProper linear modelstatisticLinear modelScoreRao scoreGeneralized linear mixed modelHierarchical generalized linear modelQuasi-likelihoodStatisticsStatistics Probability and Uncertaintylinear modelsGeneralized estimating equationMathematicsdescription
The identity of the Rao score and PearsonX 2 statistics is well known in the areas where the latter was first introduced: goodness-of-fit in contingency tables and binary responses. We show in this paper that the same identity holds when the two statistics are used for testing goodness-of-fit of Generalized Linear Models. We also highlight the connections that exist between the two statistics when they are used for the comparison of nested models. Finally, we discuss some merits of these unifying results.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2005-10-01 |