- On Information Criteria in Linear Regression Model
- On Information Criteria in Linear Regression Model
- ㆍ 저자명
- Park. Man-Sik
- ㆍ 간행물명
- 응용통계연구
- ㆍ 권/호정보
- 2009년|22권 1호|pp.197-204 (8 pages)
- ㆍ 발행정보
- 한국통계학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
In the model selection problem, the main objective is to choose the true model from a manageable set of candidate models. An information criterion gauges the validity of a statistical model and judges the balance between goodness-of-fit and parsimony; "how well observed values ran approximate to the true values" and "how much information can be explained by the lower dimensional model" In this study, we introduce some information criteria modified from the Akaike Information Criterion (AIC) and the Bayesian Information Criterion(BIC). The information criteria considered in this study are compared via simulation studies and real application.