Using the asymptotic formula (17.9) to calculate standard errors s(x) for bf (x), find an expression which
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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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