Simple Formula for Calculating Bias-corrected AIC in Generalized Linear Models
نویسندگان
چکیده
منابع مشابه
General Formula of Bias-corrected Aic in Generalized Linear Models
The present paper considers a bias correction of Akaike’s information criterion (AIC) for selecting variables in the generalized linear model (GLM). When the sample size is not so large, the AIC has a non-negligible bias that will negatively affect variable selection. In the present study, we obtain a simple expression for a bias-corrected AIC (corrected AIC, or CAIC) in GLMs. A numerical study...
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2013
ISSN: 0303-6898
DOI: 10.1111/sjos.12049