Information Criteria for Choice of Regression Models: A Comment

DOI10.2307/1914197MaRDI QIDQ3891614zbMATH OpenOpenAlexFDO

Authors Edward E. Leamer

Publication date 1979

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1914197

zbMATH Keywords

information criterionmodel choiceregression models

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(5)

• Likelihood of a model and information criteria
• A comparison of the information and posterior probability criteria for model selection
• A survey of Bayesian predictive methods for model assessment, selection and comparison
• Efficient estimation and correction of selection-induced bias with order statistics
• Advances in projection predictive inference

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