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Practical 2



I just want to know if the question 2.e) means that for each criterion (BIC or AIC) we must find a unique model. So it doesn't matter if we go forward or backward?





Posted by Jad Abou-Moussa on Wednesday 4 December 2013 at 9:09
In point 2d), you consider 4 distinct model selection procedures:
- Forward with AIC
- Backward with AIC
- Forward with BIC
- Backward with BIC
In general these could produce 4 distinct models, but in this case you'll end up being lucky and there will only be 2 distinct models. In point 2e), you should examine these two models and choose the smaller one as your final model.
Posted by Mikael Kuusela on Wednesday 4 December 2013 at 12:08