Score (Lagrange multiplier) test
Usage
score_test(score_vector, information_matrix)
Arguments
- score_vector
Score vector evaluated under H0.
- information_matrix
Information matrix under H0.
Value
A morie_specification_test.
Examples
set.seed(1)
str(score_test(c(0.5, -0.2), diag(2) * 10), max.level = 1)
#> List of 5
#> $ name : chr "score"
#> $ statistic : num 0.029
#> $ p_value : num 0.986
#> $ df : int 2
#> $ conclusion: chr "Cannot reject H0."
#> - attr(*, "class")= chr [1:2] "morie_specification_test" "list"
