For multinomial and ordinal models in R via the nnet package and MASS package, respectively, how do I get an LRT, Wald test, and Rao score test for the full model and various groups of coefficients within the model? For example, given the following data:
educ <- runif(21483, min = 0, max = 20)
df <- cbind(gss_cat[, c("marital", "race")], educ) #gss_cat is from the package forcats
if my model is:
model <- multinom(marital ~ race*educ, data = df)
How would I get a global test of the interaction via LRT, Wald, and score tests in R?
How would I test the interaction term separately from the main effect and vice versa using the Wald test statistic?