Special Section


, Volume 52, Issue 3, pp 333-343

First online:

Application of model-selection criteria to some problems in multivariate analysis

  • Stanley L. ScloveAffiliated withDepartment of Information and Decision Sciences, College of Business Administration, University of Illinois at Chicago

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A review of model-selection criteria is presented, with a view toward showing their similarities. It is suggested that some problems treated by sequences of hypothesis tests may be more expeditiously treated by the application of model-selection criteria. Consideration is given to application of model-selection criteria to some problems of multivariate analysis, especially the clustering of variables, factor analysis and, more generally, describing a complex of variables.

Key words

model selection model evaluation Akaike's information criterion AIC Schwarz's criterion cluster analysis clustering variables factor analysis