Question: Consider a set of data (xi , yi), i = 1, 2, , n, and the following two regression models: yi =
Consider a set of data (xi , yi), i = 1, 2, · · · , n, and the following two regression models: yi = β0 + β1xi + ε, (i = 1, 2, · · · , n), Model A yi = γ0 + γ1xi + γ2x 2 i + ε, (i = 1, 2, · · · , n), Model B Suppose both models are fitted to the same data. Show that SSRes, A ≥ SSRes, B If more higher order terms are added into the above Model B, i.e., yi = γ0 + γ1xi + γ2x 2 i + γ3x 3 i + · · · + γkx k i + ε, (i = 1, 2, · · · , n), show that the inequality SSRes, A ≥ SSRes, B still holds.
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