RE: Akaike information criterion
From: "Gibiansky, Ekaterina" <gibianskye@globomax.com>
Subject: RE: Akaike information criterion
Date: Fri, 13 Jul 2001 10:58:21 -0400
I used SBC for model selection in NONMEM, and actually compared it with AIC,
not in the simulation studies though, but with actual data. With large data
sets AIC tends to choose overestimated models, keeping many more covariates,
than SBC. SBC seemed to perform well.
Katya
Ekaterina Gibiansky, PhD
Senior Scientist
GloboMax LLC
7250 Parkway Drive, Suite 430
Hanover, MD 21076
Voice (410) 782-2234
FAX (410) 712-0737
E-mail: gibianskye@globomax.com