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)

Review text

A generalized linear regression model is considered with binary responses. Three specification selection criteria are discussed: the Akaike information criterion (AIC), the Schwarz Bayesian information criterion (SBIC), and a new criterion, \(C_2\), is proposed by the authors. The \(C_2\) criterion is based on the least squares approach. The theoretical behaviour of the criteria is discussed. Their consistency is investigated. Efficiency and robustness of the criteria are studied via simulations.

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Cites work

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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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