Model Selection - Criteria For Model Selection

Criteria For Model Selection

  • Akaike information criterion
  • Bayes factor
  • Bayesian information criterion
  • Deviance information criterion
  • False discovery rate
  • Focused information criterion
  • Mallows' Cp
  • Minimum description length (Algorithmic information theory)
  • Minimum message length (Algorithmic information theory)
  • Structural Risk Minimization
  • Stepwise regression
  • Cross-validation

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