scoretest: Score test

In micsr: Microeconometrics with R

Score test

Description

Score test, also knowned as Lagrange multiplier tests

Usage

scoretest(x, y, ...)

## S3 method for class 'micsr'
scoretest(x, y, ..., vcov = NULL)

Arguments

x	the first model,
y	the second model
...	further arguments
vcov	omit a character containing the effects that are removed from the test

Value

an object of class "htest".

Author(s)

Yves Croissant

Examples

mode_choice <- mode_choice %>%
   mutate(cost = cost * 8.42,
          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)

micsr documentation built on May 29, 2024, 7:32 a.m.