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added rtfm1 and rtfm2 to data
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ethanweed committed May 2, 2024
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"source": [
"BIC is also smaller for `MO` than for `M1`, so based on both AIC and BIC, it looks like Model 0 is the better choice.\n",
"\n",
"A somewhat different approach to the problem comes out of the hypothesis testing framework. Suppose you have two regression models, where one of them (Model 0) contains a *subset* of the predictors from the other one (Model 1). That is, Model 1 contains all of the predictors included in Model 0, plus one or more additional predictors. When this happens we say that Model 0 is **_nested_** within Model 1, or possibly that Model 0 is a **_submodel_** of Model 1. Regardless of the terminology what this means is that we can think of Model 0 as a null hypothesis and Model 1 as an alternative hypothesis. And in fact we can construct an $F$ test for this in a fairly straightforward fashion. We can fit both models to the data and obtain a residual sum of squares for both models. I'll denote these as SS$_{res}^{(0)}$ and SS$_{res}^{(1)}$ respectively. The superscripting here just indicates which model we're talking about. Then our $F$ statistic is\n",
"A somewhat different approach to the problem comes out of the hypothesis testing framework. Suppose you have two regression models, where one of them (Model 0) contains a *subset* of the predictors from the other one (Model 1). That is, Model 1 contains all of the predictors included in Model 0, plus one or more additional predictors. When this happens we say that Model 0 is **_nested_** within Model 1, or possibly that Model 0 is a **_submodel_** of Model 1. Regardless of the terminology, what this means is that we can think of Model 0 as a null hypothesis and Model 1 as an alternative hypothesis. And in fact we can construct an $F$ test for this in a fairly straightforward fashion. We can fit both models to the data and obtain a residual sum of squares for both models. I'll denote these as SS$_{res}^{(0)}$ and SS$_{res}^{(1)}$ respectively. The superscripting here just indicates which model we're talking about. Then our $F$ statistic is\n",
"\n",
"$$\n",
"F = \\frac{(\\mbox{SS}_{res}^{(0)} - \\mbox{SS}_{res}^{(1)})/k}{(\\mbox{SS}_{res}^{(1)})/(N-p-1)}\n",
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