Question: Using the asymptotic formula (17.9) to calculate standard errors s(x) for bf (x), find an expression which indicates when bf (x)2s(x) 0, which means
Using the asymptotic formula (17.9) to calculate standard errors s(x) for bf (x), find an expression which indicates when bf (x)¡2s(x) Ç 0, which means that the asymptotic 95% confidence interval contains negative values. For what values of x is this likely (that is, around the mode or towards the tails)? If you generate a plot of bf (x) with confidence bands, and the latter include negative values, how should you interpret this?
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