The Equivalence of the Milliken.Graybill Procedure and the Score Test

Authors
St. Laurent, Roy T.
Citation
T. St. Laurent, Roy, The Equivalence of the Milliken.Graybill Procedure and the Score Test, American statistician , 44(1), 1990, pp. 36-37
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
44
Issue
1
Year of publication
1990
Pages
36 - 37
Database
ACNP
SICI code
Abstract
Milliken and Graybill (1970) proposed a widely applicable test of a nonlinear specification in a regression model.In this note I show that their ad hoc procedure is equivalent to a score test and hence asymptotically equivalent to tests based on the maximum likelihood ratio.