June 2026
5 submissions active in June 2026
Model selection after multiple imputation: a deviance correction for AIC, BIC, and likelihood-ratio tests
cats: Applied Statistics, Probability Theory, Statistical Inference
Model selection on multiply imputed data is biased toward the candidates with more missing information, which in the nested families studied are the more complex models, because their larger relative increase in variance makes the fit look better than it is. We trace this to a deviance bias in the...