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On Rao score and PearsonX 2 statistics in generalized linear models

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Abstract

The identity of the Rao score and PearsonX 2 statistics is well known in the areas where the latter was first introduced: goodness-of-fit in contingency tables and binary responses. We show in this paper that the same identity holds when the two statistics are used for testing goodness-of-fit of Generalized Linear Models. We also highlight the connections that exist between the two statistics when they are used for the comparison of nested models. Finally, we discuss some merits of these unifying results.

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Authors and Affiliations

  1. Dipartimento di Scienze Statistiche e Matematiche “S. Vianelli”, Viale delle Scienze, 90128, Palermo, Italy

    Gianfranco Lovison

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  1. Gianfranco Lovison
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Work financially supported by cofin. MIUR grants 2000 and 2002.

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Lovison, G. On Rao score and PearsonX 2 statistics in generalized linear models. Statistical Papers 46, 555–574 (2005). https://doi.org/10.1007/BF02763005

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  • DOI: https://doi.org/10.1007/BF02763005

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