The AIC (Akaike Information Criterion) penalizes model complexity. Which of the following correctly describes the AIC formula used in SAS model selection?
Select an answer to reveal the explanation.
Short Explanation and Infographic
Here's the deal — b is correct: AIC = -2ln(L) + 2k, where -2ln(L) is the deviance and 2k is the penalty for model complexity. Lower AIC indicates better fit relative to complexity.
Full explanation below image
Full Explanation
B is correct: AIC = -2ln(L) + 2k, where -2ln(L) is the deviance and 2k is the penalty for model complexity. Lower AIC indicates better fit relative to complexity. A has the sign reversed on the likelihood term. C describes a scaled RSS approach similar to Mallows Cp, not AIC. D incorrectly conflates AIC with BIC.