Information-Theoretic Model Selection an
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Thomas R. Stanley; Kenneth P. Burnham
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Article
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1998
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John Wiley and Sons
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English
⚖ 191 KB
Specification of an appropriate model is critical to valid statistical inference. Given the ªtrue modelº for the data is unknown, the goal of model selection is to select a plausible approximating model that balances model bias and sampling variance. Model selection based on information criteria suc