statsmodels.genmod.generalized_estimating_equations.GEE.compare_score_test¶
-
GEE.
compare_score_test
(submodel)[source]¶ Perform a score test for the given submodel against this model.
- Parameters
- submodel
GEEResults
instance
A fitted GEE model that is a submodel of this model.
- submodel
- 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