Question about use of AICc for model averaging

In the model averaging procedure, AICc is used by default. However, AICc was originally derived based on linear models with normally distributed errors.

In SSD estimation, different distributional models are compared, which seems to deviate from the original assumptions behind AICc. Could you please clarify how the use of AICc is justified in this context?

I would appreciate any explanation or references you can provide.

Thanks, Yuichi

Start by reviewing the model averaging procedure and its default use of AICc in SSD estimation. Determine whether the differing distributional models affect the justification, then provide an explanation and supporting references; the issue is done when the rationale is clearly documented or answered.

Written by the indexing model from the issue text.