em is choosing an appropriate criterion to such data.
Classical ones like AIC or BIC are bad choice because they will almost
certainly select a model with too many variables<a href="#fn1" class="footnote-ref" id="fnref1"><sup>1</sup></a>. You can use
modifications of them like mBIC<a href="#fn2" class="footnote-ref" id="fnref2"><sup>2</sup></a>, mBIC2<a href="#fn3" class="footnote-ref" id="fnref3"><sup>3</sup></a>, mAIC or mAIC2. In brief, these criteria
have much heavier penalty for the number of parameter