This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Unifying the derivations for the Akaike and corrected Akaike information criteria

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Cavanaugh, Joseph E.
Abstract

The Akaike (1973, 1974) information criterion, AIC, and the corrected Akaike information criterion (Hurvich and Tsai, 1989), AICc, were both designed as estimators of the expected Kullback-Leibler discrepancy between the model generating the data and a fitted candidate model. AIC is justified in a very general framework, and as a result, offers a crude estimator of the expected discrepancy: one which exhibits a potentially high degree of negative bias in small-sample applications (Hurvich and Tsai, 1989). AICc corrects for this bias, but is less broadly applicable than AIC since its justification depends upon the form of the candidate model (Hurvich and Tsai, 1989, 1993; Hurvich et al., 1990; Bedrick and Tsai, 1994). Although AIC and AICc share the same objective, the derivations of the criteria proceed along very different lines, making it difficult to reconcile how AICc improves upon the approximations leading to AIC. To address this issue, we present a derivation which unifies the justifications of AIC and AICc in the linear regression framework.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.sciencedirect.com/science/article/B6V1D-3WNMX5B-X/2/86d171a6fa925a4184d90f6460925107
File Format:
File Function:
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 33 (1997)
Issue (Month): 2 (April)
Pages: 201-208
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:stapro:v:33:y:1997:i:2:p:201-208

Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description

Order Information:
Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
Web: https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research
Keywords: AIC AICc Information theory Kullback-Leibler information Model selection;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Zhongjun Qu & Pierre Perron, 2006. "A Modified Information Criterion for Cointegration Tests based on a VAR Approximation," Boston University - Department of Economics - Working Papers Series WP2006-011, Boston University - Department of Economics. [Downloadable!]
    Other versions:
Statistics
Access and download statistics

Did you know? You can import bibliographic info in various formats into you bibliographic tool, or just into your word processor. See under "publisher info" on each abstract page.

This page was last updated on 2009-12-3.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.