The equivalence of the Milliken-Graybill procedure and the score test

Roy T. St. Laurent; Roy T St Laurent

doi:10.1080/00031305.1990.10475689

The equivalence of the Milliken-Graybill procedure and the score test

Roy T. St. Laurent, Roy T St Laurent

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

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Abstract

Milliken and Graybill (1970) proposed a widely applicable test of a nonlinear specification in a regression model. In this note I show that their ad hoc procedure is equivalent to a score test and hence asymptotically equivalent to tests based on the maximum likelihood ratio.

Original language	English
Pages (from-to)	36-37
Journal	The American Statistician
Volume	44
DOIs	https://doi.org/10.1080/00031305.1990.10475689
State	Published - 1990

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title = "The equivalence of the Milliken-Graybill procedure and the score test",

abstract = "Milliken and Graybill (1970) proposed a widely applicable test of a nonlinear specification in a regression model. In this note I show that their ad hoc procedure is equivalent to a score test and hence asymptotically equivalent to tests based on the maximum likelihood ratio.",

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DO - 10.1080/00031305.1990.10475689

M3 - Article

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SP - 36

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JO - The American Statistician

JF - The American Statistician

ER -

The equivalence of the Milliken-Graybill procedure and the score test

Abstract

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