Information criterion
Encyclopedia

Statistics

  • Akaike information criterion
    Akaike information criterion
    The Akaike information criterion is a measure of the relative goodness of fit of a statistical model. It was developed by Hirotsugu Akaike, under the name of "an information criterion" , and was first published by Akaike in 1974...

     (AIC), a measure of the goodness fit of an estimated statistical model
  • Bayesian information criterion (BIC), also known as the Schwarz information criterion, a statistical criterion for model selection
  • Deviance information criterion
    Deviance information criterion
    The deviance information criterion is a hierarchical modeling generalization of the AIC and BIC . It is particularly useful in Bayesian model selection problems where the posterior distributions of the models have been obtained by Markov chain Monte Carlo simulation...

     (DIC), another Bayesian oriented model selection criterion
  • Focused information criterion
    Focused information criterion
    In statistics, the focused information criterion is a method for selecting the most appropriate model among a set of competitors for a given data set...

     (FIC), a selection criterion sorting statistical models by their effectiveness for a given focus parameter
  • Hannan-Quinn information criterion
    Hannan-Quinn information criterion
    In statistics, the Hannan-Quinn information criterion is a criterion for model selection. It is an alternative to Akaike information criterion and Bayesian information criterion...

    , an alternative to the Akaike and Bayesian criteria
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