Best Regression Model Using Information Criteria
- 1 November 2002
- journal article
- Published by The Netherlands Press in Journal of Modern Applied Statistical Methods
- Vol. 1 (2) , 479-488
- https://doi.org/10.22237/jmasm/1036110180
Abstract
The accuracy of AIC and BIC is evaluated under simulated multiple regression conditions, varying number of total and valid predictors, R2, and n. AIC and BIC were increasingly accurate as n increased and as total predictors decreased. Interactions of the ratio of valid/total predictors affected accuracy.Keywords
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