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soura
2004 Dec 17
0
behaviour of BIC and AICc code
Dear R-helpers
I have generated a suite of GLMs. To select the best model for each set, I am using the
meta-analysis approach of de Luna and Skouras (Scand J Statist 30:113-128). Simply
put, I am calculating AIC, AICc, BIC, etc., and then using whichever criterion
minimizes APE (Accumulated Prediction Error from cross-validations on all model sets)
to select models.
My problem arises where I have noticed my rankings from BIC and AICc are exa...