Information-rich expressions for model selection criteria
Author: Fox K. J.
Source: Applied Economics Letters, Volume 7, Number 1, 1 January 2000 , pp. 59-62(4)
Abstract:
While many model selection criteria have been suggested over the last thirty years, applied researchers still rely on R2 and R2 to a surprising degree. It is suggested that this is mainly due to the extra informational content of these criteria compared to other alternatives. Expressions for other (superior) criteria are derived which allow the same dimensions of information to be conveyed.Language: English
Document Type: Research article
Publication date: 2000-01-01
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