fic (Q145764)
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Focused Information Criteria for Model Comparison
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | fic |
Focused Information Criteria for Model Comparison |
Statements
27 March 2025
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Compares how well different models estimate a quantity of interest (the "focus") so that different models may be preferred for different purposes. Comparisons within any class of models fitted by maximum likelihood are supported, with shortcuts for commonly-used classes such as generalised linear models and parametric survival models. The methods originate from Claeskens and Hjort (2003) <doi:10.1198/016214503000000819> and Claeskens and Hjort (2008, ISBN:9780521852258).
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