Ouyou toukeigaku
Online ISSN : 1883-8081
Print ISSN : 0285-0370
ISSN-L : 0285-0370
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Error Variance for AIC
Kunio Takezawa
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JOURNAL OPEN ACCESS

2011 Volume 40 Issue 2 Pages 81-86

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Abstract
AIC (Akaike's Information Criterion) uses the maximum likelihood estimator of variance when errors are independent and identically distributed normally. However, the unbiased estimator of variance can be adoped. This modified AIC is called AIC'. Furthermore, when the variance of error is adjustable, the resultant variance is different from the maximum likelihood estimator and the unbiased estimator.
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© 2011 Japanese Society of Applied Statistics
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