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An index of goodness-of-fit based on noncentrality

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Abstract

Akaike's Information Criterion is systematically dependent on sample size, and therefore cannot be used in practice as a basis for model selection. An alternative measure of goodness-of-fit, based like Akaike's on the noncentrality parameter, appears to be consistent over variations in sample size.

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McDonald, R.P. An index of goodness-of-fit based on noncentrality. Journal of Classification 6, 97–103 (1989). https://doi.org/10.1007/BF01908590

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