Question

Consider the binary response variable Y ~ Bernoulli with P(Y-1) π and P(Y = 0) = l--. Observations Yi, i = 1.. n, are independent and identically distributed as Y 1. Find the Wald test statistic, the score test statistic, and the likelihood ratio test statistic to test hypotheses on T TO 2. With large samples, the Wald test statistic, score test statistic and the likelihood ratio test statistic approximately have the \2(1) distribution. For n 10 and data (0, 1, 0, 0, 1, 0, 0, 0, 1, 0), use these statistics to test null hypotheses on for (i) π 0.1, (ii) π 0.3, (iii) π 0.5 3. Do the test statistics lead to the same conclusions?

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1- rlo L.R Test -StatisHe is 01, 1,0,0 , , o, o, o , , o T0 O. 0-3( 1-03) 904 ol CI-01) o 3xli-o) LR: 3.043 → Q: 4.4444 UR6

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