DBModelSelect (Q5981927): Difference between revisions

Perform model selection using distribution and probability-based methods,including standardized AIC, BIC, and AICc. These standardized information criteriaallow one to perform model selection in a way similar to the prevalent "Rule of 2"method, but formalize the method to rely on probability theory. A novel goodness-of-fitprocedure for assessing linear regression models is also available. This test relies ontheoretical properties of the estimated error variance for a normal linear regressionmodel, and employs a bootstrap procedure to assess the null hypothesis that the fittedmodel shows no lack of fit. For more information, see Koeneman and Cavanaugh (2023)<arXiv:2309.10614>. Functionality to perform all subsets linear or generalized linearregression is also available.