Information Criteria - Regression

Overview


The regression information critera measures are implementations of the standard Information Criteria framework. The formulas are the result of applying the framework to the specific regression algorithm.

AICc


The Aikake Information Criteria is given by the following formula.
{% AICc = n log(\frac{SSE}{n}) + 2k + \frac{2k(k+1)}{n-k-1} + n log(2 \pi) + n %}

Contents