Multiple Regression Model Selection by Information Criteria

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...

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Bibliographic Details
Main Author: Zakaria Y. AL-Jammal
Format: Article
Language:Arabic
Published: College of Computer Science and Mathematics, University of Mosul 2009-12-01
Series:المجلة العراقية للعلوم الاحصائية
Online Access:https://stats.mosuljournals.com/article_30581_ec27a8c1257776f6c051fcebb02c9737.pdf