The equivalence of the Milliken-Graybill procedure and the score test

Citation

St. Laurent, Roy T. (1990).   The equivalence of the Milliken-Graybill procedure and the score test.   The American Statistician 44: 36-37.

Abstract

Milliken and Graybill (1970) proposed a widely applicable test of a nonlinear specification in a regression model. In this note I show that their ad hoc procedure is equivalent to a score test and hence asymptotically equivalent to tests based on the maximum likelihood ratio.

Keywords

Lagrange multiplier test; nonlinear model; regression; Tukey's one-degree-of-freedom test.