Index: The Book of Statistical Proofs ▷ Model Selection

Proofs and Definitions on Model Selection Criteria in the StatProofBook, as of 2023-12-23.

Criterion Definition Derivation Relationships Other
Goodness-of-
fit measures		        
Residual variance resvar     resvar-bias
resvar-biasp
resvar-unb
R-squared rsq rsq-der rsq-mll  
Signal-to-noise ratio snr   snr-rsq  
Classical infor-
mation criteria		        
Akaike information criterion aic
aicc		   aicc-aic
aicc-mll		  
Bayesian information criterion bic bic-der    
Deviance information criterion dev
dic		      
Bayesian
model selection		        
Model evidence me
lme
uplme
cvlme
eblme
vblme		 me-der
lme-der		 lme-pnp lme-anc
lme-mean
Family evidence fe
lfe		 fe-der
lfe-der		 lfe-lme lfe-approx
Bayes factor bf
lbf		 lbf-der lbf-lme bf-trans
bf-sddr
bf-ep
Posterior model probability pmp pmp-der pmp-bf
pmp-lbf
pmp-lme		  
Bayesian model averaging bma bma-der bma-lme