J Test, Regression, Model Selection, Statistics, Deep Dives.
Xβ + Zγ_cap λ + ϵ, where λ varies from 0 to 1 We have replaced Zγ in the comprehensive model, with Zγ_cap where γ_cap is the vector of fitted coefficients of model B after B is fitted by itself on the data set. The procedure for using the J test goes like this: Fit model B on the data set by