General Formula of Bias-corrected Aic in Generalized Linear Models
نویسندگان
چکیده
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 reveals that the CAIC has better performance than the AIC for variable selection.
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