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A graphical representation of the score test in regression
Stockholm University, Faculty of Social Sciences, Department of Statistics.
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
Abstract [en]

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.
Keyword [en]
score test, added parameter plot, nonlinear regression, influential observations
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:su:diva-104637OAI: oai:DiVA.org:su-104637DiVA: diva2:724333
Available from: 2014-06-12 Created: 2014-06-12 Last updated: 2015-12-17Bibliographically approved
In thesis
1. Contributions to Influence Diagnostics in Nonlinear Regression Analysis
Open this publication in new window or tab >>Contributions to Influence Diagnostics in Nonlinear Regression Analysis
2013 (English)Licentiate thesis, comprehensive summary (Other academic)
Place, publisher, year, edition, pages
Department of Statistics, Stockholm University, 2013
National Category
Other Social Sciences not elsewhere specified
Identifiers
urn:nbn:se:su:diva-106299 (URN)
Opponent
Supervisors
Available from: 2015-12-17 Created: 2014-08-04 Last updated: 2017-09-11Bibliographically approved

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Citation style
  • apa
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  • Other style
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Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
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