Schwarz Information Criterion
GPTKB entity
Statements (22)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical criterion
|
| gptkbp:abbreviation |
gptkb:BIC
gptkb:SIC |
| gptkbp:alsoKnownAs |
gptkb:Bayesian_Information_Criterion
|
| gptkbp:appliesTo |
statistical models
|
| gptkbp:contrastsWith |
gptkb:Akaike_Information_Criterion
|
| gptkbp:favoredBy |
large sample sizes
|
| gptkbp:field |
gptkb:machine_learning
statistics econometrics |
| gptkbp:form |
BIC = -2 ln(L) + k ln(n)
|
| https://www.w3.org/2000/01/rdf-schema#label |
Schwarz Information Criterion
|
| gptkbp:introducedIn |
1978
|
| gptkbp:location |
k is the number of parameters
n is the number of data points L is the maximized value of the likelihood function |
| gptkbp:minimizationIndicates |
best model
|
| gptkbp:penalty |
model complexity
|
| gptkbp:proposedBy |
gptkb:Gideon_E._Schwarz
|
| gptkbp:usedIn |
model selection
|
| gptkbp:bfsParent |
gptkb:Bayesian_Information_Criterion
|
| gptkbp:bfsLayer |
7
|