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

DOI10.1007/S00180-007-0080-XMaRDI QIDQ964651zbMATH OpenOpenAlexFDO

Authors Teresa Aparicio, Inmaculada Villanúa

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 criterionSchwarz Bayesian information criterion

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Generalized linear models (logistic models) (62J12)

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Cites work

• Comments on testing economic theories and the use of model selection criteria
• Consistent Estimation of Minimal Subset Dimension
• Estimating the dimension of a model
• scientific article; zbMATH DE number 4088698 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Maximum Likelihood Estimation of Misspecified Models
• Model selection criteria based on Kullback information measures for nonlinear regression
• Selecting the best linear regression model. A classical approach
• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
• Simulated residuals
• Small sample properties of alternative forms of the Lagrange multiplier test

Cited in

(4)

• Design selection criteria for discrimination/estimation for nested models and a binomial re\-sponse
• Probit and logit model selection
• A cluster tree based model selection approach for logistic regression classifier
• Goodness of fit measures and model selection in qualitative response models

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