statsmodels.genmod.generalized_estimating_equations.GEEResults.score_test¶

GEEResults.score_test()[source]¶

Return the results of a score test for a linear constraint.

Returns:¶

Adictionary containing the p-value, the test statistic,

and the degrees of freedom for the score test.

Notes

See also GEE.compare_score_test for an alternative way to perform a score test. GEEResults.score_test is more general, in that it supports testing arbitrary linear equality constraints. However GEE.compare_score_test might be easier to use when comparing two explicit models.

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