Score test (Lagrange Multiplier test) - introduction

This video provides an introduction to the score test (often called the Lagrange Multiplier test), as well as some of the intuition behind it.

Check out http://oxbridge-tutor.co.uk/undergrad... for course materials, and information regarding updates on each of the courses. Check out https://ben-lambert.com/econometrics-... for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: https://ben-lambert.com/bayesian/ Accompanying this series, there will be a book: https://www.amazon.co.uk/gp/product/1...

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