This is analogous to https://math.stackexchange.com/a/357087/53259. The RHS here imports the number of ways of picking $r+1$ numbers out of $\{1,2,...,\color{magenta}{r}, \color{green}{r +1},...,\underbrace{n}_{= \color{magenta}{r} + (n - r)},\color{green}{n +1}\} \qquad (*)$
Now for any given choice of $r+1$ numbers, call the highest number chosen $k$ and esteem it as the $(r + 1)$th number. Observe :
The "leftmost" subset of $(*)$ containing $r + 1$ elements $ = \{1, 2, ..., r, \color{green}{r +1}\},$
Also, the "rightmost" subset of $(*)$ containing $r + 1$ elements $ = \{\color{green}{n +1} - (r + 1), ..., n , \color{green}{n +1}\}.$
Thus, $\color{green}{r +1} \leq k \leq \color{green}{n +1}$.
For each $k \in [\color{green}{r +1}, \color{green}{n +1}]$. , we must select the remaining $r$ numbers to be chosen
from the $k-1$ numbers smaller than $k$.
For $k = r +1$, must pick $r$ numbers to the left of $r + 1$, out of $\{\color{ #0073CF}{1, 2, ..., r}, r+1\}$.
Since there are $ \color{#0073CF}{r}$ such numbers, so $\color{#0073CF}{r}$ possible choices for $r$.
Thus the total number of choices for $r$ numbers $= \binom{\color{#0073CF}{r}}{r}$.
For $k = r +2$, must pick $r$ numbers to the left of $r + 2$, out of $\{\color{ #0073CF}{1, 2, ..., r, r +1}, r+2\}$.
Since there are $ \color{#0073CF}{r + 1}$ such numbers, so $\color{#0073CF}{r + 1}$ possible choices for $r$.
Thus the total number of choices for $r$ numbers $= \binom{\color{#0073CF}{r + 1}}{r}$.
...
For $k = n$, must pick $r$ numbers to the left of $n$, out of $\{\color{ #0073CF}{1, 2, ..., r, r + 1, ..., n - 1}, n\}$.
Since there are $ \color{#0073CF}{n - 1}$ such numbers, so $\color{#0073CF}{n - 1}$ possible choices for $r$.
Thus the total number of choices for $m$ numbers $= \binom{\color{#0073CF}{n - 1}}{r}$.
For $k = n + 1$, must pick $r$ numbers to the left of $n + 1$, out of $\{\color{ #0073CF}{1, 2, ..., r, r + 1, ..., n}, n + 1\}$.
Since there are $ \color{#0073CF}{n}$ such numbers, so $\color{#0073CF}{n}$ possible choices for $r$.
Thus the total number of choices for $m$ numbers $= \binom{\color{#0073CF}{n}}{r}$.
Summing up the number of ways of doing this for $k=r+1,...,r+n+1$ yields the LHS.
Remark : (Presumptive) Source: Theoretical Exercise 1.11, P18, A First Course in Pr, 8th Ed, by S Ross, via: $\color{blue}{\mathsf{i \text{ there }}}$ $ = i + 1$ here, $k$ there $= r + 1$ here, $\color{blue}{\mathsf{n \text{ there }}}$ $ = n + 1$ here.
$$\begin{align} \binom{r}{r} + \binom{r+1}{r} + \binom{r+2}{r} + \dotsb + \binom{n}{r} &= \binom{n+1}{r+1} \\
\sum_{\Large{r \le i \le n \text{ or } i \in [r,n]}} \binom{i}{r}, n \ge r & =\end{align}$$
$$ \text{ OP's } ; \sum_{\Large{r \le i \le n}} \binom{i}{r} = \dbinom{n + 1}{r + 1} \quad \iff \quad {\text{ TMM's }} ; \sum_{i=0}^{n} \binom{m+i}{i} = \binom{n + m + 1}{n} $$ I'm interested in the combinatorial argument/intuition of the equivalence of these two equations.
– Nov 18 '13 at 08:22