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The SURVEYLOGISTIC Procedure |
To understand the general form of the score statistics, let be the vector of first partial derivatives of the log likelihood with respect to the parameter vector
, and let
be the matrix of second partial derivatives of the log likelihood with respect to
. That is,
is the gradient vector, and
is the Hessian matrix. Let
be either
or the expected value of
. Consider a null hypothesis
. Let
be the MLE of
under
. The chi-square score statistic for testing
is defined by
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It has an asymptotic distribution with
degrees of freedom under
, where
is the number of restrictions imposed on
by
.
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