Mon 31 Aug and Thu 3 Sept
** 1. On Mon 31 Aug we discussed the main types of results and uses, of material and methods from Ch 2, for construction of CDs and ccs in Ch 3. These methods involve large-sample approximations of ML and related quantities. Recipe 1 is to use the normal approximation for ML, perhaps after delta method; Recipe 2 is to use the Wilks Theorem, ending with cc = pchisq(deviance,1). We shall se many uses of these in the weeks to come.
I also sketched how a typical R script might look like, starting with data, model, and log-likelihood function. From these ingredients there are a few generic steps, to find the ML, its approximate variance matrix, the delta method, and also the deviance.
** 2. For Thu 3 Sept we use the time 15:15 - 16 to go through Exam 2016, Exercise 1.
** 3. I'll be placing some R scripts on the course website, in a few days. There will also be an updated version of the "Nils Collection".