Advanced search
Publication Cover
Communications in Statistics - Theory and Methods Volume 50, 2021 - Issue 13
Submit an article Journal homepage
118
Views
1
CrossRef citations to date
0
Altmetric
Research Article

Blockwise AICc and its consistency properties in model selection

Guofeng Songa School of Economics and Management, Jilin Jianzhu University, Changchun, China;b Department of Basic Science, Jilin Jianzhu University, Changchun, ChinaView further author information
,
Lixun Zhub Department of Basic Science, Jilin Jianzhu University, Changchun, ChinaView further author information
,
Ai Gaob Department of Basic Science, Jilin Jianzhu University, Changchun, ChinaView further author information
&
Lingzhu Konga School of Economics and Management, Jilin Jianzhu University, Changchun, ChinaCorrespondence[email protected]
View further author information
Pages 3198-3213 | Received 28 May 2019, Accepted 22 Oct 2019, Published online: 25 Nov 2019

References

  • Akaike, H. 1973. Information theory and an extension of the maximum likelihood principle. Proceedings of the Second International Symposium on Information Theory, Budapest. Akademinai Kiado, Vol. 27, 267–81.
  • Anderson, D. R., and K. Burnham. 2004. Model selection and multi-model inference. New York: Springer-Verlag.
  • Bozdogan, H. 1987. Model selection and Akaike’s information criterion (AIC): The general theory and its analytical extensions. Psychometrika 52 (3):345–70. doi:10.1007/BF02294361.
  • Cavanaugh, J. E. 2004. Criteria for linear model selection based on Kullback’s symmetric divergence. Australian & New Zealand Journal of Statistics 46 (2):257–74. doi:10.1111/j.1467-842X.2004.00328.x.
  • Gelman, A., and J. Hill. 2006. Data analysis using regression and multilevel/hierarchical models. Cambridge, UK: Cambridge University Press.
  • Hannan, E. J., and B. G. Quinn. 1979. The determination of the order of an autoregression. Journal of the Royal Statistical Society: Series B (Methodological) 41 (2):190–5. doi:10.1111/j.2517-6161.1979.tb01072.x.
  • Hurvich, C. M., and C. L. Tsai. 1989. Regression and time series model selection in small samples. Biometrika 76 (2):297–307. doi:10.1093/biomet/76.2.297.
  • Hurvich, C. M., and C. L. Tsai. 1995. Model selection for extended quasi-likelihood models in small samples. Biometrics 51 (3):1077–84. doi:10.2307/2533006.
  • Nishii, R. 1984. Asymptotic properties of criteria for selection of variables in multiple regression. The Annals of Statistics 12 (2):758–65. doi:10.1214/aos/1176346522.
  • Pregibon, D. 1980. Data analytic methods for generalized linear models. Unpublished PhD thes., Department of Statistics, University of Toronto, Canada.
  • Rissanen, J. 1978. Modeling by shortest data description. Automatica 14 (5):465–71. doi:10.1016/0005-1098(78)90005-5.
  • Schwarz, G. 1978. Estimating the dimension of a model. The Annals of Statistics 6 (2):461–4. doi:10.1214/aos/1176344136.
  • Seghouane, A. K., and S. I. Amari. 2007. The AIC criterion and symmetrizing the Kullback-Leibler divergence. IEEE Transactions on Neural Networks 18 (1):97–106. doi:10.1109/TNN.2006.882813.
  • Song, G., X. Dong, J. Wu, and Y. G. Wang. 2017. Blockwise AICc for model selection in generalized linear models. Environmental Modeling & Assessment 22 (6):523–33. doi:10.1007/s10666-017-9552-8.
  • Sugiura, N. 1978. Further analysts of the data by Akaike’s information criterion and the finite corrections. Communications in Statistics - Theory and Methods 7 (1):13–26. doi:10.1080/03610927808827599.
  • Wilson, E. B., and M. M. Hilferty. 1931. The distribution of chi-squared. Proceedings of the National Academy of Sciences 17 (12):684–8. doi:10.1073/pnas.17.12.684.
  • Xu, C., and A. I. McLeod. 2012. Further asymptotic properties of the generalized information criterion. Electronic Journal of Statistics 6 (0):656–63. doi:10.1214/12-EJS685.
  • Xu, L., Y. G. Wang, S. Zheng, and N. Z. Shi. 2015. Model selection with misspecified spatial covariance structure. Journal of Statistical Computation and Simulation 85 (11):2276–94. doi:10.1080/00949655.2014.926551.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.