[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.
Best,
Uwe Ligges
> Many thanks for any suggestions/comments!
> Best wishes
> Christoph
>
>
>
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