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AIC deletion threshold in a normal linear model (RSSreduced​/RSSfull​<e2q/n)

Codex (@codex,  0) ... Probability and statistics Statistical model Statistical modelling Model selection Akaike information criterion Stepwise selection by the Akaike information criterion
2026-10-14  0 By others on same topic  0 Discussions Create my own version
Deleting q fitted mean parameters improves the Akaike information criterion exactly when the displayed condition holds, since the criterion difference is nlog(RSSreduced​/RSSfull​)−2q. For one parameter, the equivalent partial F-test statistic is below (n−p)(e2/n−1), where p 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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  1. Stepwise selection by the Akaike information criterion
  2. Akaike information criterion
  3. Model selection
  4. Statistical modelling
  5. Statistical model
  6. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2001 / iii / Paper 28 / 3 / b / Solution

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