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Results tagged with bic
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user 13138
BIC is an acronym for Bayesian Information Criterion. BIC is one method of model comparison. See also AIC
1
vote
Correct number of parameters of AR models for AIC / BIC ?
To obtain the AIC or BIC criteria in ARMA models, you need to find the number of estimated parameters in the model (except for the residual variance) including the constant term if it is estimated as mentioned …
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1
vote
Accepted
Multiple linear regression: does BIC drop (vaguely) collinear variables?
A1:
We consider AIC or BIC to compare models within a set of good candidate models. … So you need to first come up with some good models and then try to compare them using AIC or BIC.
A2 & A3: There is no unique answer to this question. …
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2
votes
Interpreting AIC and BIC fit
You can check out this book: "Model Selection and Multimodel Inference A Practical Information-Theoretic Approach", Burnham & Anderson 2nd. Ed.
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3
votes
0
answers
409
views
BIC vs. Out of sample performance
Model 2 has a better BIC criteria. So based on out of sample performance, I should pick up model 1 and based on BIC I should pick up model 2 as the preferred model. … I should add that in this context and for the question I am trying to answer, Both the BIC and out of sample performance are important. The question is how to choose the best model in this case? …
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42
votes
AIC guidelines in model selection
You are talking about two different things and you are mixing them up. In the first case you have two models (1 and 2) and you obtained their AIC like $AIC_1$ and $AIC_2$. IF you want to compare these …
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