Web18 sep. 2024 · For least square regression models, which are the ones we are interested here, the formula for the AIC is. AIC=n \log (\sigma^2) + 2k AI C = nlog(σ2) + 2k. where \sigma^2 σ2 is the MSE (mean square error), n is the total number of samples and k is the total number of parameters estimated in the model. Web10 apr. 2024 · The Akaike Information Criterion (commonly referred to simply as AIC) is a criterion for selecting among nested statistical or econometric models. The AIC is essentially an estimated measure of the quality of each of the available econometric models as they relate to one another for a certain set of data, making it an ideal method for model ...
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