Main Article Content

Abstract

The score test proposed by Rao (1947) has been widely used in the recent years for data analysis and model building because of its simplicity. However, at the time of its computation, it has been found that the value of the score test statistic becomes negative. Freedman (2007) discussed some of the theoretical reasons for this inconsistency of the score test and observed that the test was inconsistent when the observed Fisher information matrix was used rather than the expected Fisher information matrix. The present paper is an attempt to demonstrate the inconsistency of the score test in terms of the power function.

Keywords

Model building consistency score test Fisher information matrix power function.

Article Details

Author Biographies

Sumathi K, Department of Statistics, Mangalore University, Mangalagangotri, Konaje

Department of Statistics, Research scholar

Aruna Rao K, Department of Statistics, Mangalore University

Professor, Department of Statistics, Mangalore University, Mangalagangotri, Konaje 574199
How to Cite
K, S., & K, A. R. (2010). A NOTE ON INCONSISTENCY OF THE SCORE TEST. Pakistan Journal of Statistics and Operation Research, 7(1), 55-66. https://doi.org/10.18187/pjsor.v7i1.158