Data Dependent Selection is a new Model Selection Method

Why would I choose Data Dependent Selection as a Model Selection Method?

Answer:

In version 4.6.0.0, a new Model Selection Method has been added called “Data Dependent Selection”. This method will compute both BIC and BIC3 for each model, and then choose the best for the final result. Being marked as "beta" indicates that this feature is still being heavily tested and that it may change in the future.

 
 
See Data Dependent Selection for a complete description.