English
Ciência-IUL
Publicações
Descrição Detalhada da Publicação
Título Revista
Economics Bulletin
Ano (publicação definitiva)
2020
Língua
Inglês
País
Estados Unidos da América
Mais Informação
Web of Science®
Scopus
Google Scholar
Abstract/Resumo
Despite the popularity of mixture regression models, the decision of how many components to retain remains an open issue. This study thus sought to compare the performance of 26 information and classification criteria. Each criterion was evaluated in terms of that component's success rate. The research's full experimental design included manipulating 9 factors and 22 levels. The best results were obtained for 5 criteria: Akaike information criteria 3 (AIC3), AIC4, Hannan-Quinn information criteria, integrated completed likelihood (ICL) Bayesian information criteria (BIC) and ICL with BIC approximation. Each criterion's performance varied according to the experimental conditions.
Agradecimentos/Acknowledgements
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Palavras-chave
Information criterion,Classification criterion,Component,Experimental design,Simulation
Classificação Fields of Science and Technology
- Economia e Gestão - Ciências Sociais
