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Re: st: score test for the parallel regression assumption


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
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 (http://www.citeulike.org/user/ctacmo/article/890474) 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:

http://www.ats.ucla.edu/stat/mult_pkg/faq/general/nested_tests.htm

http://www.ats.ucla.edu/stat/stata/faq/nested_tests.htm


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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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