Model Comparison
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# Model Comparison ## 10.1 Nested Model Tests **Full vs. Reduced model:** $F = \frac{(SS_{res,R} - SS_{res,F}) / (df_R - df_F)}{SS_{res,F} / df_F}$ ## 10.2 Likelihood Ratio Test $LR = -2[\ln(L(\hat{\theta}_0)) - \ln(L(\hat{\theta}_1))] \sim \chi^2_{df}$ ## 10.3 Information Criteria - AIC = $-2\ln(L) + 2k$ (minimize)...
Model Comparison
10.1 Nested Model Tests
Full vs. Reduced model:
10.2 Likelihood Ratio Test
10.3 Information Criteria
- AIC = (minimize)
- BIC = (minimize, penalizes complexity more) Join Discord PreviousMixed Effects ModelsNextRegularization