Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: score test for the parallel regression assumption

From   Richard Williams <>
Subject   Re: st: score test for the parallel regression assumption
Date   Wed, 23 May 2012 08:53:59 -0400

At 04:12 PM 5/22/2012, Brendan Halpin wrote:
On Tue, May 22 2012, Richard Williams wrote:

> The score test is different. It is a LaGrange Multiplier test, and my
> impression (hopefully wrong!) is that Stata does not have many good
> built-in routines for such tests. The SAS documentation for the test is
> at

Hm.  I downloaded the helpful paper Stas Kolenikov pointed to the other
day ( so there is
every chance I will have a notion of what LaGrange Multipliers are,
before long :-)

LR and Wald tests are easy to do in Stata. I am curious why LM/Score tests are not better supported (assuming they aren't). Are they harder to program? Is there little demand for them? There is an old user-written command called -testomit- which you can get with -findit-, but its capabilities seem limited.

UCLA has some FAQs on LR, Wald & LM:

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index