“Comparison study of some information criteria performance in best selection of semiparametric. single .index. models”

In this research was used some information criteria which help researchers on selection the optimal model from semiparametric single index models(SSIM) and from these criteria (AIC, BIC, CP).Two approach were used from compare performance efficiency of criteria in selection for true model . First approach by using simulation through generating data for semi-parametric single index models , and different size of samples and variance error and second approach is real data application , and what is most important to reach is exceed information criterion (Cp) in best selection model for different simulation experiments . compare with other criteria . and exceed the information criterion (Cp) when applied on real data.