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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Lagrange multiplier test ： ウィキペディア英語版 Score test Rao's score test, or the score test (often known as the Lagrange multiplier test in econometrics〔 Engle, Robert F (1984) . Wald, Likelihood Ratio and Lagrange Multiplier tests in Econometrics. in Handbook of Econometrics, Volume II, Edited by Z. Griliches and M.D. Intriligator. Elsevier Science Publishers BV.〕) is a statistical test of a simple null hypothesis that a parameter of interest $\backslash theta$ is equal to some particular value $\backslash theta\_0$. It is the most powerful test when the true value of $\backslash theta$ is close to $\backslash theta\_0$. The main advantage of the Score-test is that it does not require an estimate of the information under the alternative hypothesis or unconstrained maximum likelihood. This makes testing feasible when the unconstrained maximum likelihood estimate is a boundary point in the parameter space. ==Single parameter test== 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Score test」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.