Displaying 1 result from an estimated 1 matches for "cha95mod".
2001 Sep 13
2
akaike's information criterion
Hello all,
i hope you don't mind my off topic question. i want to use the Akaike criterion
for variable selection in a regression model. Does anyone know some basic
literature about that topic?
Especially I'm interested in answers to the following questions:
1. Has (and if so how has) the criterion to be modified, if i estimate the
transformations of the variables too?
2. How is the