We’ll use quadratic approximation for much of the first half of this book. For many of the most common procedures in applied statistics—linear regression, for example—the approximation works very well. Often, it is even exactly correct, not actually an approximation at all. Computationally, quadratic approximation is very inexpensive, at least compared to grid approximation and MCMC (discussed next). The procedure, which R will happily conduct at your command, contains two steps.
