The Focused Information Criterion
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Publication:4468544
DOI10.1198/016214503000000819zbMath1045.62003OpenAlexW2067838071MaRDI QIDQ4468544
Nils Lid Hjort, Gerda Claeskens
Publication date: 10 June 2004
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214503000000819
logistic regressionvariable selectionAkaike's information criterionfocused information criterionbias and variance balancemoderate misspecification
Generalized linear models (logistic models) (62J12) Foundations and philosophical topics in statistics (62A01) Statistical aspects of information-theoretic topics (62B10)
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