DBModelSelect
CRANDBModelSelectMaRDI QIDQ5981927
Distribution-Based Model Selection
Last update: 20 September 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 0.2.0
Perform model selection using distribution and probability-based methods,including standardized AIC, BIC, and AICc. These standardized information criteriaallow one to perform model selection in a way similar to the prevalent "Rule of 2"method, but formalize the method to rely on probability theory. A novel goodness-of-fitprocedure for assessing linear regression models is also available. This test relies ontheoretical properties of the estimated error variance for a normal linear regressionmodel, and employs a bootstrap procedure to assess the null hypothesis that the fittedmodel shows no lack of fit. For more information, see Koeneman and Cavanaugh (2023)<arXiv:2309.10614>. Functionality to perform all subsets linear or generalized linearregression is also available.
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