Skip to main content

All Questions

6 votes
1 answer
593 views

Does a quadratic log-likehood mean the MLE is (approximately) normally distributed?

So, in the usual case, one can prove from the asymptotic normality of a maximum likelihood estimator that the corresponding log-likehood surface is quadratic near the MLE (e.g. in the proof of the ...
Ben Farmer's user avatar
5 votes
1 answer
3k views

Standard error of the estimate in logistic regression

We usually get an estimate of $\beta$ in the logistic regression by finding the $MLE$ of the observed random samples of $X_1,X_2....,X_N$. Then we use Wald's test i.e. ${[\hat \beta / S.E.(\hat \beta)]...
honeybadger's user avatar
  • 1,572