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Erschienen in:
2020 | OriginalPaper | Buchkapitel
5. Information Criteria
verfasst von : Joe Suzuki
Erschienen in: Statistical Learning with Math and R
Verlag: Springer Nature Singapore
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Abstract
Until now, from the observed data, we have considered the following cases:
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Build a statistical model and estimate the parameters contained in it
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Estimate the statistical model
In this chapter, we consider the latter for linear regression. The act of finding rules from observational data is not limited to data science and statistics, However, many scientific discoveries are born through such processes. For example, the writing of the theory of elliptical orbits, the law of constant area velocity, and the rule of harmony in the theory of planetary motion published by Kepler in 1596 marked the transition from the dominant theory to the planetary motion theory. While the explanation by the planetary motion theory was based on countless theories based on philosophy and thought, Kepler’s law solved most of the questions at the time with only three laws. In other words, as long as it is a law of science, it must not only be able to explain phenomena (fitness) but it must also be simple (simplicity). In this chapter, we will learn how to derive and apply the AIC and BIC, which evaluate statistical models of data and balance fitness and simplicity.