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Full-Text Articles in Physical Sciences and Mathematics
Best Regression Model Using Information Criteria, Phill Gagné, C. Mitchell Dayton
Best Regression Model Using Information Criteria, Phill Gagné, C. Mitchell Dayton
Journal of Modern Applied Statistical Methods
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.