When you select the NOINT or NOSCALE option, restrictions are placed on the intercept or scale parameters. Lagrange multiplier, or score, statistics are computed in these cases. These statistics ...
The Likelihood Ratio, Wald, and Lagrange Multiplier Tests: An Expository Note The Likelihood Ratio, Wald, and Lagrange Multiplier Tests: An Expository Note (pp. 153-157) ...
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