Correcting the corrected AIC
Timothy DelSole and
Michael K. Tippett
Statistics & Probability Letters, 2021, vol. 173, issue C
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)
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