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Let's say I have a model like

A = α0 + α1*B + α2*C + α3*D + ϵ (Model 1)

Then I can estimate it's nested models

A = α0 + α1*B + α2*C + ϵ (Model 2)

or, say,

A = α0 + α1*B + ϵ (Model 3)

If models 2 and 3 are nested models of model 1, what is model 1 to models 2 and 3?

In other words, if i can call models 2 and 3 nested models of model 1, how would i call a model 4 (which is an extension of model 1) defined as:

 A = α0 + α1*B + α2*C + α3*D + α4*E + ϵ (Model 4)

?

Are nested models just those, which are subset of some larger model, or can i call even model extensions "nested models"?

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    $\begingroup$ I am used to hearing restricted (nested) and unrestricted (the antonym of nested you're looking for). $\endgroup$ – Alvaro Fuentes Sep 9 '18 at 16:12
  • $\begingroup$ "Full model" is used for the least restricted one. The others are some times "reduced model". $\endgroup$ – Sal Mangiafico Sep 10 '18 at 10:53

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