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 AICLTSAICLMSAICBS

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%