AIC deletion threshold in a normal linear model

ID: aic-deletion-threshold-in-a-normal-linear-model

Deleting fitted mean parameters improves the Akaike information criterion exactly when the displayed condition holds, since the criterion difference is . For one parameter, the equivalent partial F-test statistic is below , where is the full mean-model dimension. This is not the usual fixed-level significance-test cutoff. Fits must use the same observations and response transformation.

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