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.
<SNIP>
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.
cheers,
Rolf
--
Technical Editor ANZJS
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276
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