[R] An AIC model selection question

Uwe Ligges ligges at statistik.tu-dortmund.de
Thu Oct 2 09:47:08 CEST 2008

Christoph Scherber wrote:
> Dear R users,
> Assume I have three models with the following AIC values:
> model    AIC    df
> model1     -10    2
> model2    -12    5
> model3    -11    2
> Obviously, model2 would be preferred, but it "wastes" 5 df compared to 
> the other models.
> Would it be allowed to select model3 instead, simply because it uses up 
> less df and the delta-AIC between model2 and model3 is just 1?

Well, on the one hand, the degrees of freedom are already part of the 
AIC calculation. So if you say you really want to apply model selection 
based on AIC, the answer is `no'.
On the other hand, AIC is just one possible way to penalize the 
Likelihood values by the used number of degrees of freedom. You can 
choose some different criterion, if you think the amount of penalization 
in AIC is too weak for you.

Uwe Ligges

> Many thanks for any suggestions/comments!
> Best wishes
> Christoph

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