scoretest {micsr} | R Documentation |
Score test
Description
Score test, also knowned as Lagrange multiplier tests
Usage
scoretest(object, ...)
## Default S3 method:
scoretest(object, ...)
## S3 method for class 'micsr'
scoretest(object, ..., vcov = NULL)
Arguments
object |
the first model, |
... |
for the |
vcov |
an optional covariance matrix |
Value
an object of class "htest"
.
Author(s)
Yves Croissant
Examples
mode_choice <- transform(mode_choice, cost = cost * 8.42)
mode_choice <- transform(mode_choice, gcost = (ivtime + ovtime) * 8 + cost)
pbt_unconst <- binomreg(mode ~ cost + ivtime + ovtime, data = mode_choice, link = "probit")
pbt_const <- binomreg(mode ~ gcost, data = mode_choice, link = "logit")
scoretest(pbt_const , . ~ . + ivtime + ovtime)
[Package micsr version 0.1-3 Index]