This maybe of interest, from the 9th UK User group meeting:
"General score tests for regression models incorporating 'robust' variance
estimates
David Clayton
Abstract
Stata incorporates commands for carrying out two of the three general approaches
to asymptotic significance testing in regression models, namely likelihood-ratio
(lrtest) and Wald tests (testparms). However, the third approach, using "score"
tests, has no such general implementation. This omission is particularly serious
when dealing with "clustered" data using the Huber-White approach. Here the
likelihood-ratio test is lost, leaving only the Wald test. This has relatively
poor asymptotic properties. Our paper describes a general implementation of
score tests which generalizes to the clustered data case. "
The presentation can be found at
http://www.stata.com/support/meeting/9uk/abstracts.html
Scott
----- Original Message -----
From: "VISINTAINER PAUL" <[email protected]>
To: <[email protected]>
Sent: Sunday, March 14, 2004 12:03 PM
Subject: st: Score test
> Does Stata have available a Score test for use after logistic regression?
>
> Thanks.
>
> Paul Visintainer
>
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