GENERALIZED LINEAR MODEL QUESTION 1 [10] Show that an approximation to the Wald statistic can be developed from the second-order Taylor expansion of the log-likelihood, ((8,) as follow. For this problem, focus on just one of the regression parameters, say p,- (1) Write the first three terms of the Taylor series expansion of ((,, y) expanded about . (2) (2) Rearrange to show that the Wald statistic is approximately equal to 2(((8,. y) -((8,. s)]). and hence show that the Wald statistic is approximately equivalent to a likelihood ratio test when 8, - , is small. (8)