Quiz 2
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Model Comparison

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Now · 10.1 Nested Model Tests

Model Comparison

10.1 Nested Model Tests

Full vs. Reduced model: F=(SSres,R−SSres,F)/(dfR−dfF)SSres,F/dfFF = \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(θ^0))−ln⁡(L(θ^1))]∼χdf2LR = -2[\ln(L(\hat{\theta}_0)) - \ln(L(\hat{\theta}_1))] \sim \chi^2_{df}

10.3 Information Criteria

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