Minimization of Akaike's information criterion in linear regression analysis via mixed integer nonlinear program
نویسندگان
چکیده
منابع مشابه
Minimization of Akaike’s Information Criterion in Linear Regression Analysis via Mixed Integer Nonlinear Program
Akaike’s information criterion (AIC) is a measure of the quality of a statistical model for a given set of data. We can determine the best statistical model for a particular data set by the minimization of the AIC. Since we need to evaluate exponentially many candidates of the model by the minimization of the AIC, the minimization is unreasonable. Instead, stepwise methods, which are local sear...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2017
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556788.2017.1333611