Comparison of the Model Selection Criteria for Multiple Regression Based on Kullback-Leibler’s Information
This paper presents the derivations to unify the justifications of the criteria based on Kullback’s divergence; AIC, AICc, KIC, KICcC, KICcSB, and KICcHM. The results show that KICcC has the strongest penalty function under some condition, followed, respectively, by KICcSB, KICcHM, KIC and AIC. Also...
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| Main Authors: | , |
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| Format: | บทความวารสาร |
| Language: | English |
| Published: |
Science Faculty of Chiang Mai University
2019
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| Online Access: | http://it.science.cmu.ac.th/ejournal/dl.php?journal_id=8044 http://cmuir.cmu.ac.th/jspui/handle/6653943832/63897 |
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| Institution: | Chiang Mai University |
| Language: | English |
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