The following criteria can be used for comparing different models which use the same weighting and are fitted to the same data. The notation is:

n: Number of independent measurements considered in the fit

p: Number of fitted parameters

w_{i}: Weight applied to residual of acquisition i

Akaike Information Criterion (AIC)

The Akaike Information Criterion [29] is defined by the formula

If applicable, PKIN uses an adjusted procedure with a second order correction for small sample size (<40) [58]

The more appropriate model is the one with the *smaller *AIC value.

Schwartz Criterion (SC)

The Schwartz Criterion is defined by the formula

The more appropriate model is the one with the *smaller *SC value.

Model Selection Criterion

Another criterion used in the *Scientist *Software (MicroMath, Saint Louis, Missouri USA) is the **Model Selection Criterion**

This criterion has the advantage that it is independent of the magnitude of the y_{i}. Opposed to the AIC and the SC the more appropriate model is that with the *larger *MSC.

F-Test

Two nested models can be compared by an F-test of their sum of squared residuals [38]. The idea is to compare the total sum of squares into a component removed by the simpler model and into a component additionally removed by the more complex model. For each component, the mean square (sum of squares per degree of freedom) is calculated. The residual mean square is an estimate of the variance of the original data. The ratio of the two mean squares is the F-statistic used to test for significance of the variance reduction by the additional parameters, as follows:

where

Q_{1} represent the sum of squares or the simple model with p_{1} parameters,

Q_{2} the sum of squares or the more complex model with p_{2} parameters,

p_{1} < p_{2}

The F-statistics has (p_{2}-p_{1 },n-p_{2}) degrees of freedom. If the calculated F is larger than the tabulated value at a specified p value, the reduction of the residual variation by the addition of the (p_{2 }- p_{1 }) extra parameters of the more complex model is statistically significant. Usually, significance p=0.05.

Note: in MS Excel the F_{p}(p_{2}-p_{1 },n-p_{2}) can be calculated by the function FINV(p;p_{2}-p_{1};n-p_{2}).