[R] [FORGED] Re: Compare two normal to one normal

Rolf Turner r.turner at auckland.ac.nz
Wed Sep 23 08:22:08 CEST 2015

On 23/09/15 16:38, Mark Leeds wrote:
> John: After I sent what I wrote, I read Rolf's intelligent response. I
> didn't realize that
> there are boundary issues so yes, he's correct and  my approach is EL
> WRONGO. I feel very not good that I just sent that email being that it's
> totally wrong. My apologies for noise
> and thanks Rolf for the correct response.
> Oh,  thing that does still hold in my response is  the AIC approach unless
> Rolf
> tells us that it's not valid also. I don't see why it wouldn't be though
> because you're
> not doing a hypothesis test when you go the AIC route.


I am no expert on this, but I would be uneasy applying AIC to such 
problems without having a very close look at the literature on the 
subject.  I'm pretty sure that there *are* regularity conditions that 
must be satisfied in order that AIC should give you a "valid" basis for 
comparison of models.

AIC has most appeal, and is mostly used (in my understanding) in 
settings where there is a multiplicity of models, whereby the multiple 
comparisons problem causes hypothesis testing to lose its appeal. 
Correspondingly AIC has little appeal in a setting in which a single 
hypothesis test is applicable.

I could be wrong about this; as I said, I am no expert.  Perhaps younger 
and wiser heads will chime in and correct me.



Technical Editor ANZJS
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276

More information about the R-help mailing list