J Test, Regression, Model Selection, Statistics, Deep Dives.
λ)Xβ + λZγ + ϵ, where λ varies from 0 to 1 Now here’s the key thing: If model A is able to explain all of the variance in y that model B was able to explain, plus some more, then model B is effectively encompassed within model A. We have no need for model B. In this situation, when you train the