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Unformatted text preview: Akaike Information Criterion AIC.
AIC = −2l (θ; Y ) + 2p
where p is the number of parameters in the statistical
Select model with minimum AIC . UNM For our example,
AIC0 = 2(68.3868) + 2(1) = 138.7736
AIC1 = 2(67.0230) + 2(2) = 138.046
So the preferred model is θ1 = θ2 but barely.
AIC rewards goodness of ﬁt or models with large likelihood
Includes penalty that increases with number of parameters.
Attempts to avoid overﬁtting.
Different penalties provide different criteria,
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This note was uploaded on 01/27/2014 for the course STAT 574 taught by Professor Gabrielhuerta during the Fall '13 term at New Mexico.
- Fall '13