Questions tagged [explanatory-models]

Models created to explain a response (as opposed to simply predict it). This is generally understood to imply models of causal processes, or to test hypothesized causal relationships.

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Is MSE decreasing with increasing number of explanatory variables?

I am wondering, if there is a negative correlation between Mean Squared Error \begin{equation} MSE = \frac{1}{n} \sum (\hat{Y}_i - Y_i)^2 \end{equation} and the number of explanatory variables. ...
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1answer
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Is inference based on full (global) regression model appropriate?

Is inference based on a full model appropriate, and if so, in which circumstances? Suppose you are interested in the potential relationship between a response variable and several candidate predictor ...
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Assess a model building technique

I am confused about a certain model building technique that seems to exist, at least in practice (I am not sure whether it has its place in textbooks). Question 1: I wonder under what conditions or ...