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.
http://www.amazon.com/Model-Selection-Multimodel-Inference-Information-Theoretic/dp/0387953647/ref=sr_1_1?ie=UTF8&qid=1443026829&sr=8-1&keywords=model+selection+aic 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.tur...@auckland.ac.nz> wrote: > 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 > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.