Question: For each problem below, rank Wald, score, and LR statistics by overall statistical properties and then by computational convenience. a. A forward stepwise variable selection

For each problem below, rank Wald, score, and LR statistics by overall statistical properties and then by computational convenience.

a. A forward stepwise variable selection (to be later accounted for with the bootstrap) is desired to determine a concise model that contains most of the independent information in all potential predictors.

b. A test of independent association of each variable in a given model (each variable adjusted for the effects of all other variables in the given model)

is to be obtained.

c. A model that contains only additive effects is fitted. A large number of potential interaction terms are to be tested using a global (multiple d.f.) test.

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