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Multiple Regression Model Selection by Information Criteria | ||
| IRAQI JOURNAL OF STATISTICAL SCIENCES | ||
| Article 2, Volume 9, Issue 2, 2009, Pages 1-12 PDF (0 K) | ||
| DOI: 10.33899/iqjoss.2009.030581 | ||
| Author | ||
| Zakaria Y. AL-Jammal | ||
| Abstract | ||
| In this paper, I considered the problem of selection a model from a collection of candidate models specified by multiple linear regression model. Two criteria are used and compared, they are Akaike information criterion ( ) and Bayesian information criterion ( ). A real data set is considered as an application case. I preferred the model that the chosen rather than depending on the values of and the . | ||
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