akaike's information criterion

Thu, Sep 13, 2001 9:52 AM
Hello all,

i hope you don't mind my off topic question. i want to use the Akaike criterion
for variable selection in a regression model. Does anyone know some basic
literature about that topic?

Especially I'm interested in answers to the following questions:
1. Has (and if so how has) the criterion to be modified, if i estimate the
transformations of the variables too?

2. How is the usage of the criterion if i use dummy variables (for categorical
data) in the model?

3. does the criterion have only one minimum, or may i assume several local
minima?

Thank you in advance
Thomas
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akaike's information criterion

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