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Correcting the corrected AIC

Timothy DelSole and Michael K. Tippett

Statistics & Probability Letters, 2021, vol. 173, issue C

Abstract: The standard correction to Akaike’s Information Criterion, AICc, assumes the same predictors for training and verification and therefore underestimates prediction error for random predictors. A corrected AIC for regression models containing a mix of random and fixed predictors is derived.

Keywords: Model selection; Akaike’s Information Criterion; AICc; ANCOVA (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spl.2021.109064

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