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Information criterion
Encyclopedia
Statistics
- Akaike information criterionAkaike information criterionThe 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 criterionDeviance information criterionThe 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 criterionFocused information criterionIn 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 criterionHannan-Quinn information criterionIn 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