Best Regression Model Using Information Criteria

Authors

Phill Gagné, University of Maryland – College Park
C. Mitchell Dayton, University of MarylandFollow

Abstract

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.

DOI

10.22237/jmasm/1036110180