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(a) Consider the usual linear model, where y = Xβ + ε. We now compare two regressions, which differ in how many variables are included in the matrix X. In the full (unrestricted) model p1 regressors are included. In the restricted model only a subset ofp0 < p1 regressors are included. Show that the smallest model is preferred according tothe AIC ifs02s12< 2n(p1−p0)en010110e(b) Argue that for very large values of n the inequality of (a) is equal to the conditions02−s12s122n(p1−p0)