A graphical representation of the score test in regression
2011 (English)In: JP Journal of Fundamental and Applied Statistics, ISSN 2249-2291, Vol. 1, no 1, 1-14 p.Article in journal (Refereed) Published
A visual representation of a large-sample test - the score test - is proposed. This is done for a nonlinear regression model with an additive error term. The visual representation of the score test results in a plot, referred to as the added parameter plot, and is an analog to the added variable plot in linear regression. The added parameter plot provides information whether an additional candidate parameter should be included in the model or not. If there is a strong linear relationship between the variables in the plot, then it suggests that the parameter should be included in the model. In addition, the plot visualizes the score test and shows the effect the observations have on the score test statistic. Hence, observations that influence the test can be detected.
Place, publisher, year, edition, pages
2011. Vol. 1, no 1, 1-14 p.
score test, added parameter plot, nonlinear regression, influential observations
Probability Theory and Statistics
IdentifiersURN: urn:nbn:se:su:diva-104637OAI: oai:DiVA.org:su-104637DiVA: diva2:724333