Research Article
Robust AIC with High Breakdown Scale Estimate
Table 3
Percentage of select models from classical AIC, robust RAIC,
,
, and
, with vertical outliers.
| ā % | ā | AIC | RAIC | | | |
| | Correct fit | 84.6% | 54.4% | 57.6% | 65.2% | 45.2% | Overfit | 15.4% | 0% | 0% | 0% | 0% | Under fit | 0% | 43.6% | 41.2% | 34% | 54.6% | Wrong fit | 0% | 2.0% | 1.2% | 0.8% | 0.2% |
| | Correct fit | 2.8% | 49.6% | 56.8% | 62.6% | 45.4% | Overfit | 2% | 0% | 0% | 0% | 0% | Under fit | 22% | 51% | 42.8% | 36.6% | 54.6% | Wrong fit | 73.2% | 1.4% | 0.4% | 0.8% | 0% |
| | Correct fit | 3.2% | 45.0% | 51% | 56% | 39.8% | Overfit | 0.8% | 0% | 0% | 0% | 0% | Under fit | 20.2% | 52.4% | 48% | 43.8% | 55.2% | Wrong fit | 75.8% | 2.6% | 1.0% | 0.2% | 0% |
| | Correct fit | 4.2% | 30.8% | 49.4% | 58% | 34.2% | Overfit | 0.2% | 0% | 0% | 0% | 0% | Under fit | 22.8% | 67.8% | 49.6% | 41.4% | 65.8% | Wrong fit | 72.8% | 1.4% | 1.0% | 0.6% | 0% |
| | Correct fit | 1.6% | 0% | 44.0% | 51.2% | 23.2% | Overfit | 0.2% | 0% | 0% | 0% | 0% | Under fit | 22.6% | 73.8% | 55.4% | 48.2% | 76.8% | Wrong fit | 72.8% | 26.2% | 0.6% | 0.6% | 0% |
| | Correct fit | 2.2% | 0% | 37.6% | 41.2% | 12.4% | Overfit | 0.6% | 0% | 0% | 0% | 0% | Under fit | 22.8% | 70.8% | 62.4% | 58.4% | 87.4% | Wrong fit | 74.4% | 29.2% | 0% | 0.4% | 0.2% |
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