# Score.BinReg: Score Test for Binary Regression In zrmacc/BinReg: BinReg

## Description

Tests the hypothesis that a subset of the regression coefficients are fixed at a reference value. Specifically, let β denote the regression coefficient. Partition β=(β_{1},β_{2}). Suppose that interest lies in testing that β_{1} is fixed at β_{10}. `Score.BinReg` performs a score test of H_{0}:β_{1}=β_{10}. The test is specified using a logical vector `L`, with as many entries as columns in the model matrix `X`. The values of `L` set to `T` are constrained under the null, while values of `L` set to `F` are estimated under the null.

## Usage

 ```1 2``` ```Score.BinReg(y, X, L, b10 = NULL, model = "logistic", df = NULL, sig = 0.05, eps = 1e-08, maxit = 10, report = T) ```

## Arguments

 `y` Numeric response vector. `X` Numeric model matrix. `L` Logical vector, with as many entires as columns in the model matrix, indicating which columns have fixed coefficients under the null. `b10` Value of the regression coefficient for the selected columns under the null. Defaults to zero. `model` Selected from among logistic, probit, and robit. `df` Degrees of freedom, if using the robit model. `sig` Significance level, for CIs. `eps` Tolerance for Newton-Raphson iterations. `maxit` Maximum number of NR iterations. `report` Report fitting progress?

## Value

A numeric vector containing the score statistic, the degrees of freedom, and a p-value.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18``` ```## Not run: set.seed(101); # Design matrix X = cbind(1,matrix(rnorm(n=4*1e3),nrow=1e3)); # Regression coefficient b = c(1,-1,2,-1,0); # Logistic outcome y = rBinReg(X,b,model="logistic"); # Test b1=b2=b3=b4=0, which is false. Score.BinReg(y=y,X=X,L=c(F,T,T,T,T),model="logistic",report=F); # Test b4=0, which is true. Score.BinReg(y=y,X=X,L=c(F,F,F,F,T),model="logistic",report=F); # Test b2=0 and b4=2, which if false. Score.BinReg(y=y,X=X,L=c(F,F,T,F,T),b10=c(0,2),model="logistic",report=F); # Test b1=b3=-1, which is true. Score.BinReg(y=y,X=X,L=c(F,T,F,T,F),b10=c(-1,-1),model="logistic",report=F); ## End(Not run) ```

zrmacc/BinReg documentation built on May 9, 2019, 8:08 a.m.