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Inferential Statisticshard
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In a clinical trial comparing a new drug to a placebo, the treatment effect is measured by the log-odds ratio θ\thetaθ. The researchers observe the Wald statistic W=(θ^/SE(θ^))2=3.9W = (\hat{\theta}/SE(\hat{\theta}))^2 = 3.9W=(θ^/SE(θ^))2=3.9 and calculate a p-value of 0.048. However, an analysis of the likelihood surface reveals severe skewness. Which of the following statements best describes the risk of relying on this Wald-based p-value?