Answered

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If the true data-generating process is NOT among the models you are considering, but the best approximation to the true model is, which is better to use and why?
a. AIC because it will choose the best available model using less data
b. SIC because it will always choose the correct model in that case
c. AIC because it will always choose the correct model in that case
d. SIC because it will choose the correct model in that case if given enough data

Sagot :

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