24

Pp

$\text{SSE}/n$

Highly correlated to R²

Goodness of Fit

Large sample size

25

KICchm

$\text{KIC}+2\left(p+1\right)\left(p+2\right)/\left(n-p-2\right)$

Hafidi and Mkhadri (2007)

Goodness of Fit + Parsimony

Small sample size

26

KICcsb

$\text{KICchm}+p/\left(n-p\right)$

Seghouane A. K. and Bakara (2004)

Goodness of Fit + Parsimony

Small sample size

27

KICcc

$\text{KICcsb}+n\ast \ln \left(n/\left(n-p\right)\right)-p$

Cavanaugh J. E. (2004)

Goodness of Fit + Parsimony

Small

sample size

28

mMDL

$\left(n/2\right)\ln \left(\text{RSS}/\left(n-k\right)\right)+\left(k/2\right)\ln \left(\text{F-Ratio}\right)+0.5\ln \left(n-k\right)-1.5\ln \left(k\right)$

Hansen M.H. and Bin Yu (2001)

Goodness of Fit + Parsimony

Any sample size

29

gMDL

$\left(n/2\right)\text{ln}\left(\text{RSS}/\left(n-k\right)\right)+\left(k/2\right)\text{ln}\left(\text{F-Ratio}\right)+\text{ln}\left(n\right)$

Hansen M. H. and Bin Yu (2001)

Goodness of Fit + Parsimony

Any sample size