A Modified Akaike Criterion for Model Choice in Generalized Linear Models
DOI10.1080/02331889408802447zbMATH Open0812.62077OpenAlexW2056051503WikidataQ126241995 ScholiaQ126241995MaRDI QIDQ4763459FDOQ4763459
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
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model selectionAICasymptotic estimateNelder's link functionprediction criterionsimulated bootstrap estimateexpected Kullback-Leibler discrepancy
Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)
Cites Work
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- Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
- Distribution function inequalities for martingales
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- Asymptotic criteria for model selection
- Bootstrap and cross-validation estimates of the prediction error for linear regression models
- Analysis of cross classified data by AIC
- Model choice for prediction in generalized linear models
Cited In (6)
- Missing link in generalized linear problems
- Model choice for prediction in generalized linear models
- A deviance-based criterion for model selection in GLM
- Model selection using modified AIC and BIC in joint modeling of paired functional data
- Nonparametric Wavelet Regression for Binary Response
- Variable selection in generalized linear models with canonical link functions
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