Question: 8. Justify each equality or approximate equality in the chain: AIC1 AIC2 = n loge([1 R2 1,AIC]/[1 R2 2,AIC]) n

8. Justify each equality or approximate equality in the chain:

AIC1 − AIC2 = n ⋅ loge([1 − R2 1,AIC]/[1 − R2 2,AIC])

≈ n ⋅ loge([1 − R2 1,pred]/[1 − R2 2,pred])

= n ⋅ loge(PRESS1∕PRESS2).

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