Research Article
Robust AIC with High Breakdown Scale Estimate
Table 5
Percentage of select models from classical AIC, robust RAIC, and robust
,
, and
, with good leverage points.
| ā % | ā | AIC | RAIC | AICLTS | AICLMS | AICBS |
| | Correct fit | 0.2% | 47.0% | 53.6% | 58.4% | 42.6% | Overfit | 99.8% | 0% | 0% | 0% | 0% | Under fit | 0% | 50.4% | 46% | 41.2% | 57.4% | Wrong fit | 0% | 2.6% | 0.4% | 0.4% | 0% |
| | Correct fit | 0% | 44.2% | 54.6% | 59.4% | 40.4% | Overfit | 99.6% | 0% | 0% | 0% | 0% | Under fit | 0.2% | 53.8% | 44.6% | 39.8% | 59.6% | Wrong fit | 0.2% | 2.0% | 0.8% | 0.8% | 0% |
| | Correct fit | 0.8% | 32.4% | 50.4% | 56.2% | 33.2% | Overfit | 97.6% | 0% | 0% | 0% | 0% | Under fit | 0.8% | 66.6% | 48.4% | 43% | 66.4% | Wrong fit | 0.8% | 1.0% | 1.2% | 0.8% | 0.2% |
| | Correct fit | 1.8% | 0% | 46.0% | 50.6% | 27.0% | Overfit | 97.8% | 96.8% | 0% | 0% | 0% | Under fit | 2.8% | 2.8% | 53.6% | 49.2% | 72.8% | Wrong fit | 0.6% | 0.4% | 0.4% | 0.2% | 0.2% |
| | Correct fit | 0.2% | 0% | 37.4% | 37% | 13.8% | Overfit | 97.4% | 100% | 0% | 0% | 0% | Under fit | 2.2% | 0% | 62.6% | 62.6% | 86.2% | Wrong fit | 0.2% | 0% | 0% | 0.4% | 0% |
|
|