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%