Question: 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
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? O AIC because it will choose the best available model using less data O SIC because it will always choose the corred model in that case AIC because it will always choose the correct model in that case O SIC because it will choose the correct model in that case if given enough data
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