Correcting the corrected AIC

DOI10.1016/J.SPL.2021.109064MaRDI QIDQ2244506zbMATH OpenOpenAlexFDO

Authors Timothy DelSole, Michael K. Tippett

Publication date 12 November 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.spl.2021.109064

zbMATH Keywords

model selectionAkaike's information criterionANCOVAAICc

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Recommendations

• Bias correction of AIC in logistic regression models
• A note on a power function of tukey' test for comparing three normal means with unequal sample sizes
• Bias of the corrected AIC criterion for underfitted regression and time series models
• Unifying the derivations for the Akaike and corrected Akaike information criteria.
• Asymptotic bootstrap corrections of AIC for linear regression models

Cites work

• scientific article; zbMATH DE number 3974096 (Why is no real title available?)
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 1219611 (Why is no real title available?)
• scientific article; zbMATH DE number 1941665 (Why is no real title available?)
• A new look at the statistical model identification
• From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation
• Introduction to Time Series and Forecasting
• Model Selection and Multimodel Inference
• Model Selection for Multivariate Regression in Small Samples
• Regression and time series model selection in small samples

Cited in

(3)

• Correction
• The corrected VIF (CVIF)
• A mutual information criterion with applications to canonical correlation analysis and graphical models

Describes a project that uses

Uses Software

• itsmr

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