What is the 'Wald statistic' for testing H0:θ=θ0H_0: \theta = \theta_0H0:θ=θ0?
W=(θ^−θ0)2Var^(θ^)W = \frac{(\hat{\theta} - \theta_0)^2}{\widehat{Var}(\hat{\theta})}W=Var(θ^)(θ^−θ0)2
W=θ^−θ0SE(θ0)W = \frac{\hat{\theta} - \theta_0}{SE(\theta_0)}W=SE(θ0)θ^−θ0
W=ln(L(θ^))−ln(L(θ0))W = \ln(L(\hat{\theta})) - \ln(L(\theta_0))W=ln(L(θ^))−ln(L(θ0))
W=∂lnL∂θ⋅I(θ)−1⋅∂lnL∂θW = \frac{\partial \ln L}{\partial \theta} \cdot I(\theta)^{-1} \cdot \frac{\partial \ln L}{\partial \theta}W=∂θ∂lnL⋅I(θ)−1⋅∂θ∂lnL