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%