BS2 Further Statistical Inference HT09 - Lecture 12
Alternative methods for model comparison
These lecture discusses other criteria for model comparison and determination, in particular two Akaike's Information Criterion (AIC), based on estimating a distance between the fitted and true distribution, and Mallows Cp, estimating the squared prediction error in a linear regression model.
Similar material can to some extent be found in Pawitan (2001), In All Likelihood, Oxford University Press. Section 13.5+13.6, as well as section 13.6 of Wasserman (2005). All of Statistics. Springer Verlag.
Last updated: Wednesday, 04 March 2009 12:17. Steffen L. Lauritzen