Table 2 Selection the link function, distribution family, specification and goodness-of-fit of the estimated models
AIC | BIC | |||||
Identity Gaussian | 19.518 | 219E + 13 | ||||
Logarithmic Gaussian | 19.486 | 2.13E + 13 | ||||
Power (0.5) Gaussian | 19.503 | 2.16E + 13 | ||||
Identity Inverse Gaussian | 19.789 | -1.76E + 07 | ||||
Logarithmic Inverse Gaussian | 19.789 | -1.76E + 07 | ||||
Power (0.5) Inverse Gaussian | 19.789 | -1.76E + 07 | ||||
Identity Gamma | 15.434 | -1.57E + 07 | ||||
Logarithmic Gamma | 15.435 | -1.57E + 07 | ||||
Power (0.5) Gamma | 15.434 | -1.57E + 07 | ||||
Identity Poisson | 1978.709 | 2.45E + 09 | ||||
Logarithmic Poisson | 1947.902 | 2.41E + 09 | ||||
Power (0.5) Poisson | 1969.199 | 2.44E + 09 | ||||
IC (95%) | ||||||
λ β(Box-Cox) | 0.0417 | (0.0409,0.0425) | ||||
(Modified Park Test) | 18.979 | (1.8943,1.9016) | ||||
Pregibon | Hosmer-Lemesbow | R2 | RMSE | MAE | Pseudovariance | |
MCO | 0000 | 0.000 | 0.231 | 4188.547 | 1233.345 | |
MCO Ln | 0.000 | 0.000 | 0.213 | 4238.790 | 1205.425 | |
GLM Power Gamma | 0.598 | 0.000 | 0.225 | 4204.572 | 1202.172 | 0.440 |
GLM Logarithmic Gamma | 0.403 | 0.000 | 0.230 | 4190.462 | 1198.393 | 0.440 |
GLM Identity Gamma | 0.710 | 0.000 | 0.225 | 4203.810 | 1201.606 | 0.440 |
10 repetitions | ||||||
Copa Test | RMSE | MAE | ||||
MCO | 0.002 | 4190.709 | 1227.101 | |||
MCO Ln | 0.000 | 4242.258 | 1197.594 | |||
GLM Power Gamma | 0.000 | 4207.198 | 1196.252 | |||
GLM Logarithmic Gamma | 0.256 | 4196.172 | 1190.308 | |||
GLM Identity Gamma | 0.000 | 4205.495 | 1197.276 | |||