For a sequence of s nested models M 1 ,..., M s , model M s is
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For a sequence of s nested models M1,..., Ms, model Ms is the most complex. Let ν denote the difference in residual df between M1 and Ms.
a. Explain why for j < k, G2(Mj | Mk) ≤ G2(Mj | Ms).
b. Assume model Mj, so that Mk also holds when k > j. For all k > j, as n → ∞, P[G2 (Mj | Mk) > X2v (α)] ≤ α. Explain why?
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