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In linear regression , why can we see the lack of fit test as the comparison...

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Advance Math

In linear regression , why can we see the lack of fit test asthe comparison between the model we choose and the saturatedmodel?

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Let the two alternative models are under consideration onemodel is simpler or more parsimonious than the otherone of themodels is the saturated model Another common situation is toconsider nested models where one model is obtained from theother one by putting some of the parameters to be zero Suppose nowwe testThe    See Answer
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