Past exam of the mathematics course of the University of Cambridge / 2017 / ii / Paper 4 / 12J / c

Use fit.3 if backward selection is intended to combine adjacent periods. Each cumulative indicator is a separate model term; deleting its coefficient enforces equality of the two adjacent period means separated by that boundary. This offers an interpretable reduced stepwise profile. Fit.2 treats the entire factor as one term, so ordinary term-wise backward selection retains all five contrasts or removes period altogether. Removing selected baseline contrasts by hand would instead privilege period one, rather than grouping neighbouring periods. If the scientific objective were simply whether any period effect exists, retaining or deleting the whole factor in fit.2 would be the appropriate different procedure.