Table 5 Information criteria and model diagnostics of ML estimators of the parameters
From: Estimation of a linear model with two-parameter symmetric platykurtic distributed errors
Model | Sample size ( n) | Information criterion | Model diagnostics | |
|---|---|---|---|---|
AIC | BIC | RMSE | ||
Symmetric platykurtic | 100 | −362.2424 | −360.0588 | 0.16106 |
1,000 | −3,097.2222 | −3,095.2041 | 0.21222 | |
3,000 | −9,716.3881 | −9,714.3821 | 0.19792 | |
5,000 | −15,524.364 | −15,522.361 | 0.21167 | |
10,000 | −33,554.338 | −33,552.336 | 0.18674 | |
Normal | 100 | −3.9620 | −1.7784 | 0.96601 |
1,000 | 17.3923 | 19.4103 | 1.00722 | |
3,000 | −58.9903 | −56.9843 | 0.98972 | |
5,000 | −73.1305 | −71.1269 | 0.99242 | |
10,000 | 20.9714 | 22.9732 | 1.00090 | |