Simple formula for calculating bias-corrected AIC in generalized linear models
DOI10.1111/SJOS.12049zbMATH Open1416.62426OpenAlexW1882506292MaRDI QIDQ5418641FDOQ5418641
Authors: Shinpei Imori, Hirokazu Yanagihara, Hirofumi Wakaki 
Publication date: 26 May 2014
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://ir.lib.hiroshima-u.ac.jp/files/public/3/36453/20141203091247754904/k6493_3.pdf
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Statistical aspects of information-theoretic topics (62B10) Generalized linear models (logistic models) (62J12)
Cites Work
- Regression and time series model selection in small samples
- On Information and Sufficiency
- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
- Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Bias correction of AIC in logistic regression models
- Bias-corrected AIC for selecting variables in Poisson regression models
- Bias-corrected AIC for selecting variables in multinomial logistic regression models
- A note on the corrected Akaike information criterion for threshold autoregressive models
Cited In (3)
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