Question: For a normal linear model M1 with p + 1 parameters, namely, {????j} and ????2, which has ML estimator ????2 = [ n i=1(yi
For a normal linear model M1 with p + 1 parameters, namely, {????j} and ????2, which has ML estimator ̂????2 = [
∑n i=1(yi − ̂????i)
2]∕n, show that AIC = n[log(2???? ̂????2) + 1] + 2(p + 1).
Using this, when M2 has q additional terms, show that M2 has smaller AIC value if SSE2∕SSE1 < e−2q∕n.
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