Table 4 Eight selection criteria formulas.
Model selection criteria | Description | References |
|---|---|---|
AIC | \(\left( \frac{SSE}{n} \right)\left( e \right)^{{2\left( {k + 1} \right)/n}}\) | |
FPE | \(\left( \frac{SSE}{n} \right)\frac{{n + \left( {k + 1} \right)}}{{n - \left( {k + 1} \right)}}\) | |
GCV | \(\left( \frac{SSE}{n} \right)\left[ {1 - \left( {\frac{k + 1}{n}} \right)} \right]^{ - 2} .\) | |
HQ | \(\left( \frac{SSE}{n} \right)\left( {\ln n} \right)^{{2\left( {k + 1} \right)/n}}\) | |
RICE | \(\left( \frac{SSE}{n} \right)\left[ {1 - \left( {\frac{{2\left( {k + 1} \right)}}{n}} \right)} \right]^{ - 1}\) | |
SCHWARZ | \(\left( \frac{SSE}{n} \right)n^{{\left( {k + 1} \right)/n}}\) | |
SGMASQ | \(\left( \frac{SSE}{n} \right)\left[ {1 - \left( {\frac{k + 1}{n}} \right)} \right]^{ - 1}\) | |
SHIBATA | \(\left( \frac{SSE}{n} \right)\frac{{n + 2\left( {k + 1} \right)}}{n}\) |