Some selection criteria for nested binary choice models: a comparative study (Q964651)
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scientific article; zbMATH DE number 5697314
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| English | Some selection criteria for nested binary choice models: a comparative study |
scientific article; zbMATH DE number 5697314 |
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Some selection criteria for nested binary choice models: a comparative study (English)
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22 April 2010
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A generalized linear regression model is considered with binary responses. Three specification selection criteria are discussed: the Akaike information criterion (AIC), the Schwarz Bayesian information criterion (SBIC), and a new criterion, \(C_2\), is proposed by the authors. The \(C_2\) criterion is based on the least squares approach. The theoretical behaviour of the criteria is discussed. Their consistency is investigated. Efficiency and robustness of the criteria are studied via simulations.
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Akaike information criterion
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Schwarz Bayesian information criterion
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0.7923607230186462
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0.7923607230186462
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0.7794973254203796
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0.7690622806549072
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