4) Quadratic approximation and normal asymptotics

Question 1

What is the quadratic approximation of the log-likelihood function

Answer 1

Question 2

What is the information inequality

Answer 2

Question 3

What is the asymptotic distribution of the MLE

Answer 3

Question 4

What is the relation between observed fisher information and variance for large n

Answer 4

Question 5

What is the Wald Statistic

Answer 5

Question 6

What is the squared Wald statistic

Answer 6

Question 7

How is the Wald Statistic distributed

Answer 7

Asymptotically standard normal distributed

Question 8

How is the squared Wald statistic distributed

Answer 8

Chi-squared distributed

Question 9

How do you construct the asymptotic normal confidence interval (CI) for the MLE of a scalar parameter θ

Answer 9

𝑐𝑛𝑜𝑟𝑚𝑎𝑙 is a critical value for the standard-normal symmetric con

Question 10

What are the critical values for standard-normal confidence intervals at different coverage levels

Answer 10

Question 11

How can the CI be expressed using the Wald statistic

Answer 11