Choice is suffering: A Focused Information Criterion for model selection

C-Tier
Journal: Economic Modeling
Year: 2012
Volume: 29
Issue: 3
Pages: 817-822

Score contribution per author:

0.251 = (α=2.01 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In contrast to conventional measures, the Focused Information Criterion (FIC) allows the purpose-specific selection of models, thereby reflecting the idea that one kind of model might be appropriate for inferences on a parameter of interest, but not for another. Ever since its invention, the FIC has been increasingly applied in the realm of statistics, but this concept appears to be virtually unknown in the economic literature. Using a straightforward analytical example, this paper provides for a didactic illustration of the FIC and demonstrates its usefulness in economic applications.

Technical Details

RePEc Handle
repec:eee:ecmode:v:29:y:2012:i:3:p:817-822
Journal Field
General
Author Count
4
Added to Database
2026-01-25