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Everything about Score test

Statistical test based on the gradient of the likelihood function

In statistics, the score test assesses constraints on statistical parameters based on the gradient of the likelihood function—known as the score—evaluated at the hypothesized parameter value under the null hypothesis. Intuitively, if the restricted estimator is near the maximum of the likelihood function, the score should not differ from zero by more than sampling error. While the finite sample distributions of score tests are generally unknown, they have an asymptotic χ2-distribution under the null hypothesis as first proved by C. R. Rao in 1948, a fact that can be used to determine statistical significance. Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: Score testA 5-minute orientation
  2. Skim a recent paper: Using the ELF test, FIB-4 and NAFLD fibrosis score to screen the population for liver diseaseInfluential work since 2022
  3. Pick up a classic book: Manon LescautThe most-reprinted book on the subject
  4. Read the landmark paper: Beyond a Test ScoreCited 337 times
  5. Go sideways: Wald testA closely related topic
  6. Go sideways: M-estimatorA closely related topic

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