A Modified Akaike Criterion for Model Choice in Generalized Linear Models

DOI10.1080/02331889408802447MaRDI QIDQ4763459zbMATH OpenOpenAlexWikidataFDO

Authors M. Bonneu, Xavier Milhaud

Publication date 10 April 1995

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889408802447

zbMATH Keywords

AICasymptotic estimateexpected Kullback-Leibler discrepancymodel selectionNelder's link functionprediction criterionsimulated bootstrap estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

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Cites work

• Analysis of cross classified data by AIC
• Asymptotic criteria for model selection
• Bootstrap and cross-validation estimates of the prediction error for linear regression models
• Distribution function inequalities for martingales
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
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• scientific article; zbMATH DE number 4088698 (Why is no real title available?)
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• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Model choice for prediction in generalized linear models

Cited in

(6)

• Variable selection in generalized linear models with canonical link functions
• Missing link in generalized linear problems
• Model choice for prediction in generalized linear models
• Nonparametric Wavelet Regression for Binary Response
• A deviance-based criterion for model selection in GLM
• Model selection using modified AIC and BIC in joint modeling of paired functional data

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