Raffalovich, Lawrence; Deane, Glenn; Armstrong, David; … - In: Journal of Applied Statistics 35 (2008) 10, pp. 1093-1114
criterion (BIC), adjusted R2, Mallows' Cp, Akaike information criteria (AIC), AICc, and stepwise regression] using Monte … uncertainty in model specification should be explicitly discussed. In large samples, BIC is better than the other procedures at … theory, both BIC and stepwise appear to be reasonable model selection strategies in large samples. Under the conditions …
