[R] [FORGED] Re: Compare two normal to one normal
markleeds2 at gmail.com
Wed Sep 23 18:50:37 CEST 2015
Hi Rolf: I have read a decent amount about the AIC but that was a long,
long time ago. I too am no expert on it and John should read some of the
AIC literature John: There's one whole supposedly great text just on AIC
but I don't have it. Link is here. Of course, it's
absurdly expensive but does get pretty good reviews.
Note that if you end up using the AIC approach, you'll still need the log
likelihoods in both models. I would calculate them yourself and all the
constants like 1/radical 2pi don't need to be included of course since
they'll just be scaling factors.
On Wed, Sep 23, 2015 at 2:22 AM, Rolf Turner <r.turner at auckland.ac.nz>
> 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
>> 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
> 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
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