Model selection for multivariate regression in small samples

E. J. Bedrick, C. L. Tsai

Research output: Contribution to journalArticlepeer-review

164 Scopus citations

Abstract

We develop a small-sample criterion (AIC(C)) for selecting multivariate regression models. This criterion adjusts the Akaike information criterion to be an exact unbiased estimator for the expected Kullback-Leibler information. A small-sample comparison shows that AIC(C) provides better model order choices than other available model selection methods. Data from an agricultural experiment are analyzed.

Original languageEnglish (US)
Pages (from-to)226-231
Number of pages6
JournalBiometrics
Volume50
Issue number1
DOIs
StatePublished - 1994
Externally publishedYes

ASJC Scopus subject areas

  • Statistics and Probability
  • General Biochemistry, Genetics and Molecular Biology
  • General Immunology and Microbiology
  • General Agricultural and Biological Sciences
  • Applied Mathematics

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