In several recent papers, both published and unpublished, the theory of score tests (Rao, 1973, pp. 415-420), or the equivalent C(a) test (Neyman, 1959), has been used to derive tests involving likelihoods based on exponential families which yield sufficient statistics. A recently published example is a paper by Day and Byar (1979) in which the test for combined 2 x 2 tables due to Cochran (1954) [sometimes called the Mantel-Haenszel (1959) statistic] is shown to be a 'logit score test'. Day and Byar also considered a second multiparameter test for a more general logistic model. We shall show that, in such cases, score tests can ordinarily be written down directly upon examination of the structure of the likelihood; neither differentiation of the likelihood nor matrix inversion is usually needed. Furthermore, for the case in which a single parameter is tested in the presence of nuisance parameters, the score test is simply the normal approximation to the uniformly most powerful unbiased (UMPU) test. Obviously, for one-parameter exponential families the score test is not only asymptotically locally most powerful but is also an approximation to the UMPU test (Efron, 1975).
Read full abstract