The Cramer-Rao theory justifies this procedure on the basis of efficiency of the parameter estimates. But, it is to be noted that the criterion is not a function of the ability of the model to predict the response.
Maximum score is a nonparametric approach to estimation which is based on a prediction rule instead.
The normalized sample score function is, thus, a weighted average of the prediction indicators. Maximum score estimation can therefore be interpreted as the problem of finding the parameters that maximize a weighted average number of correct predictions for the binary response. The first element of X should be ONE . If your data are in this form, you may just leave them as they are. The following are the optional specifications for this command.