I'm doing an assignment in R for my inference theory class and i'm a bit stuck here.

I have been given a summary of some model and im being asked to confirm that the z-value is equal to the wald statistic.

The wald statistic is according to our book:

$sqrt{I(theta_{NR)}} cdot (theta_{NR}-theta_0)$

where $theta_{NR}$ is a theta value of the regression variables which was retrieved from a Newton-Raphson function and $theta_0$ is a vector of equal length of $theta_{NR}$ which only contains zeros and $I()$ is the function for the fisher's information matrix.

Well i thought that i could write a function that calculates the fishers matrix and then simply use it in the formula for the wald statistic but it wont produce the right results. Maybe i have interpreted the formula wrong?

any ideas anyone?

the code for the fishers matrix is confirmed to be working btw! 🙂

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#### Best Answer

Maybe you have got it already. Otherwise, check page 99 in the book (i guess we are in the same class haha), where you may find that $se(theta_{NR})=frac{1}{sqrt{I(theta_{NR})}}$. We have already calculated the standard deviation $se(theta_{NR})$ in laboration part I. So you may just take $frac{1}{se(theta_{NR})}$ and multiply it by $theta_{NR}$ to get the z-values 🙂