Questions tagged [bic]

Question 1

I am extracting spectra in $m$ wavelength bins. To clarify my setup: I split a time-series spectrum (from a telescope observation of a transiting planet) into m wavelength bins and fit a light curve ...

Question 2

Learning about EM algorithms and finite mixture models and I've run into a particularly unintuitive problem. I'm trying to fit a finite mixture regression model on simulated data, where the true ...

Question 3

In the 5th edition of the book, they define AIC, AICc and BIC as: $\mathrm{AIC}=\log \hat{\sigma}_k^2+\frac{n+2 k}{n}$ $\mathrm{AICc}=\log \hat{\sigma}_k^2+\frac{n+k}{n-k-2}$ $\mathrm{BIC}=\log \hat{\...

Question 4

I am using lumley's survey package in R to estimate logit models and I want to compare BIC statistics of several nested models. Given that they are not estimated with maximum likelihood, I am having ...

Question 5

I want to obtain a small optimal value of $k$ (with $k ≤ 5$) for k-means clustering on a dataset of size $5000$. I have used the BIC and the Gap statistic to determine the optimal number of clusters, ...

Question 6

I want to fit a mixture of Gaussian to simulated data. Then, I need to calculate the Bayesian information criteria for each mixture component. My point is that, after the model convergence, I ...

Question 7

I'm trying to show that in an equation of the form var1 ~ var2 + var3 + ... + varX, var2 has a has a statistically significant effect. However, there are many ways of defining var1, var3... varX (var ...

Question 8

The BIC is given by $$BIC = k\ln(n)-2\ln(\hat{L}).$$ Let's say I have a Gaussian model to which I'm fitting a dataset-- pretty typical stuff. The log-likelihood for the Gaussian model is given by $$\...

Question 9

I would like to know if it is possible to compute a BIC for a multivariate regression (One predictor X and 3 responses outcomes Y). If yes, how? In R, when I run: ...

Question 10

I am trying to determine if I can use the AIC/BIC criteria for model selection in the case of a multivariate probit model. I have two models with different specifications: e.g. Model-1: mvprobit ( $...

Question 11

I have a model for a network, and I wanted to analyze the extended BIC curve for a graphical lasso model as according to Foygel and Drton 2010. The paper gives a list of assumptions for the data/model ...

Question 12

I am trying to see the impact of Brexit on UK imports. My dependent variable are EU exports to the rest of world. I have monthly data from 2013 to 2023, also data is in billions of GBP. When I do ...

Question 13

Recently, I came across the Healthy Akaike Information Criterion (hAIC), introduced by Demidenko in his 2004 book "Mixed Models: Theory and Applications with R." Despite its (potential) ...

Question 14

I want to do model selection based on the best-fit/MAP/marginal posterior I find from an MCMC and likelihood maximization. I have a likelihood $\mathcal{L}(X|\theta)$, some informative priors $\pi(\...

Question 15

I’m trying to fit a general linear model where the dependant variable is a probability. It is zero-inflated and continuous, then following the advice here blog of Ben Bolker, I separated my data pool ...

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Questions tagged [bic]

How should I combine BIC across wavelength-binned fits to get one “overall” criterion?

Why do overfitted models in finite mixture regression sometimes have the smallest BIC despite the true number of components being selected frequently?

Question about AIC/BIC as defined in Time Series Analysis and Its Applications by Shumway and Stoffer

How to calculate BIC values for logit models using the survey package in R?

How to get a smaller number of optimal K in K-means clustering

How to calculate the BIC for each mixture component

Literature on the usage of multiple regressions to validate an hypothesis using multiple variations of variables

Effect of sample size on BIC

How compute a BIC for multivariate regression?

comparing non-nested models with different specifications based on AIc/BIC criteria

When does a extended BIC curve for a Gaussian Graphical model/GLasso look incorrect?

Negative log-likelihood, high BIC, high R-squared, low error, using a difference-in-differences (DiD) methodology [closed]

Any Insights on the adoption and use of the Healthy Akaike Information Criterion (hAIC)?

BIC with non-negligible priors

Is comparing the AIC of a Bayesian and a frequentist model right?

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