Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/iii/paper-218/3/d/solution

The printed values appear to favor model 2 because . They are not directly comparable: model 2 reports the Gaussian likelihood of , whereas model 3 reports a density for . The change-of-variables formula for a probability density gives
so the transformed model's AIC on the original response scale is
Because the standardized predictors have zero sample means and the ordinary-least-squares residuals sum to zero,
Therefore
which is slightly worse than model 3's .

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