statsmodels.genmod.generalized_estimating_equations.NominalGEE.compare_score_test

NominalGEE.compare_score_test(submodel)

Perform a score test for the given submodel against this model.

Parameters:
submodelGEEResults instance

A fitted GEE model that is a submodel of this model.

Returns:
A dictionary with keys “statistic”, “p-value”, and “df”,
containing the score test statistic, its chi^2 p-value,
and the degrees of freedom used to compute the p-value.

Notes

The score test can be performed without calling ‘fit’ on the larger model. The provided submodel must be obtained from a fitted GEE.

This method performs the same score test as can be obtained by fitting the GEE with a linear constraint and calling score_test on the results.

References

Xu Guo and Wei Pan (2002). “Small sample performance of the score test in GEE”. http://www.sph.umn.edu/faculty1/wp-content/uploads/2012/11/rr2002-013.pdf


Last update: Apr 12, 2024