Some selection criteria for nested binary choice models: a comparative study

DOI10.1007/s00180-007-0080-xzbMath1197.62090MaRDI QIDQ964651

Inmaculada Villanúa, Teresa Aparicio

Publication date: 22 April 2010

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-007-0080-x

zbMATH Keywords

Akaike information criterion; Schwarz Bayesian information criterion

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62J12: Generalized linear models (logistic models)

Related Items

A cluster tree based model selection approach for logistic regression classifier

Cites Work

• Unnamed Item
• Unnamed Item
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Small sample properties of alternative forms of the Lagrange multiplier test
• Simulated residuals
• Selecting the best linear regression model. A classical approach
• Estimating the dimension of a model
• Comments on testing economic theories and the use of model selection criteria
• Model selection criteria based on Kullback information measures for nonlinear regression
• Consistent Estimation of Minimal Subset Dimension
• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
• Maximum Likelihood Estimation of Misspecified Models