Research Article
Alternative Definitions of Complexity for Practical Applications of Model Selection Criteria
Table 3
Estimates of the various versions of the indicators for the regressor example of equations (
15)–(
17).
| | | BIC | AIC | BICMF | AICMF | BICBS | AICBS | BICPS | AICPS | BICAll | AICAll |
| | Model 1 | 6409 | 6291 | 6539 | 6422 | 95968 | 95850 | 6372 | 6254 | 96062 | 95944 | | Model 2 | 6010 | 6000 | 6045 | 6035 | 6010 | 6000 | 5735 | 5725 | 5770 | 5760 | | Model selected | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | | Correct model detection probability | ∼75% | ∼75% | 100% | 100% | 100% | 100% | 100% | 100% | 100% | 100% |
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