Open VincentWtrs opened 5 years ago
As stated, it seems like TIC is the robust version of AIC (as White errors to OLS errors), does it actually imply that using df as the hat matrix trace is more of a TIC-style thing instead of AIC?
As stated, it seems like TIC is the robust version of AIC (as White errors to OLS errors), does it actually imply that using df as the hat matrix trace is more of a TIC-style thing instead of AIC?