SAS output from the RSQUARE selection method, within the REG procedure, is shown. The top two models in each subset are given. Based on the exhibit, which statement is true?
A.
The AIC champion model is more parsimonious than the SBC champion.
B.
The SBC champion model is more parsimonious than the AIC champion.
C.
The R-Square champion model is the most parsimonious.
D.
Adjusted R-Square and R-Square agree on the champion model.
I believe because AIC is not concerned with the number of parameters, or predictor variables (parsimony) whereas SBC *is* concerned about parsimony. It's pretty common for a champion model to have both the lowest SBC value AND the lowest AIC value. But, regardless, SBC is concerned with having the least number of parameters, or predictor variables, as needed to explain a model.
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Unorich
4 years, 1 month agojevanthony
4 years, 3 months agoMrMister
4 years, 2 months ago