Score test
id:
score-test-308-16435203
title:
Score test
text:
In statistics, the score test assesses constraints on statistical parameters based on the gradient of the likelihood function—known as the score—evaluated at the hypothesized parameter value under the null hypothesis. Intuitively, if the restricted estimator is near the maximum of the likelihood function, the score should not differ from zero by more than sampling error. While the finite sample distributions of score tests are generally unknown, they have an asymptotic χ2-distribution under the
brand slug:
wiki
category slug:
encyclopedia
description:
Statistical test based on the gradient of the likelihood function
original url:
https://en.wikipedia.org/wiki/Score_test
date created:
date modified:
2024-04-12T01:49:06Z
main entity:
{"identifier":"Q4456449","url":"https://www.wikidata.org/entity/Q4456449"}
image:
fields total:
13
integrity:
14