Regression and ICOMP—A Simulation Study

DOI10.1080/03610910600716910zbMath1093.62010OpenAlexW2056521005MaRDI QIDQ5481737

Allan E. Clark, C. G. Troskie

Publication date: 10 August 2006

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910600716910

zbMATH Keywords

tablesmodel selectionFisher information matrixsimulation studyinformation complexityinformation criteriacollinearityKullbach Leibler distance

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

Time Series and Model Selection

Cites Work

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• Kolmogorov's contributions to information theory and algorithmic complexity
• Estimating the dimension of a model
• Informational complexity criteria for regression models.
• Akaike's information criterion and recent developments in information complexity
• On the information-based measure of covariance complexity and its application to the evaluation of multivariate linear models
• Regression and time series model selection in small samples
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A Comparison of Ridge Estimators
• On Information and Sufficiency

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