Research Article
Robust AIC with High Breakdown Scale Estimate
Table 4
Percentage of select models from classical AIC, robust RAIC, and robust
,
, and
with bad leverage points.
| ā % | ā | AIC | RAIC | | | |
| | Correct fit | 0% | 0% | 54.6% | 60.8% | 43.8% | Overfit | 70.4% | 0% | 0% | 0% | 0% | Under fit | 0% | 64.4% | 44% | 38.4% | 55.4% | Wrong fit | 29.6% | 35.6% | 1.4% | 0.8% | 0.8% |
| | Correct fit | 0% | 0% | 63.8% | 67.8% | 51.0% | Overfit | 63% | 0% | 0% | 0% | 0% | Under fit | 0% | 54.6% | 34.6% | 31.4% | 48.8% | Wrong fit | 37% | 42.4% | 1.6% | 0.8% | 0.2% |
| | Correct fit | 0% | 0% | 56.6% | 63.4% | 49.2% | Overfit | 54.8% | 0% | 0% | 0% | 0% | Under fit | 0.2% | 60.8% | 42.4% | 35.8% | 50.6% | Wrong fit | 44.8% | 39.2% | 1.0% | 0.8% | 0.2% |
| | Correct fit | 0% | 0% | 56.6% | 61.4% | 46% | Overfit | 37.6% | 0% | 0% | 0% | 0% | Under fit | 0.25% | 29.6% | 42.6% | 36% | 53.8% | Wrong fit | 60.4% | 42.6% | 0.8% | 2.4% | 0.2% |
| | Correct fit | 1.0% | 0% | 55.2% | 64.6% | 51.4% | Overfit | 13.8% | 0% | 0% | 0% | 0% | Under fit | 1.2% | 54.4% | 43.8% | 33.8% | 48.6% | Wrong fit | 81% | 45.4% | 1.0% | 1.6% | 0% |
|
|