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Full-Text Articles in Social and Behavioral Sciences
The Information Criterion, Masume Ghahramani
The Information Criterion, Masume Ghahramani
Journal of Modern Applied Statistical Methods
The Akaike information criterion, AIC, is widely used for model selection. Using the AIC as the estimator of asymptotic unbias for the second term Kullbake-Leibler risk considers the divergence between the true model and offered models. However, it is an inconsistent estimator. A proposed approach the problem is the use of A'IC, a consistently offered information criterion. Model selection of classic and linear models are considered by a Monte Carlo simulation.