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micsr (version 0.1-1)

scoretest: Score test

Description

Score test, also knowned as Lagrange multiplier tests

Usage

scoretest(x, y, ...)

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

Value

an object of class "htest".

Arguments

x

the first model,

y

the second model

...

further arguments

vcov

omit a character containing the effects that are removed from the test

Author

Yves Croissant

Examples

Run this code
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)

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