Information-rich expressions for model selection criteria
AbstractWhile many model selection criteria have been suggested over the last thirty years, applied researchers still rely on R2 and R -2 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.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Applied Economics Letters.
Volume (Year): 7 (2000)
Issue (Month): 1 ()
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