Estimation & Inference

Mon, 31 Aug 2026 00:23:09 +1000

fitting a regression model produces numbers; inference is what licenses saying anything about them. this page collects the estimation machinery every model on this branch shares — likelihood, score, information, and the iterative algorithms that maximise them — and the two inferential regimes it feeds: exact small-sample \(t\) and \(F\) results in the linear gaussian model, and asymptotic wald, score and likelihood-ratio results everywhere else. 𐃏

Wald on Aayush Bajaj's Augmenting Infrastructure

Estimation & Inference