Question: Construct the Lagrange multiplier statistic for testing the hypothesis that all the slopes (but not the constant term) equal zero in the binomial log it

Construct the Lagrange multiplier statistic for testing the hypothesis that all the slopes (but not the constant term) equal zero in the binomial log it model. Prove that the Lagrange multiplier statistic is nR2 in the regression of (yi = p) on the xs, where P is the sample proportion of 1s.

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