>Dear all,
>
>The AIC is used to select the "best" model from a list
>of theoretical functions. I wonder if its necessary
>the models need to be fitted by the same  method ?

Yes. The model must be fitted my maximum likelihood.

>Would it be possible to stress the AIC to select the
>"best" model from models which were fitted for example
>by OLS,WLS, REML etc. This means to use AIC to choose
>the model and the fitting method ?

The algebraic expression for the AIC results from the bias in the maximum
log-likelihood of a model as estimator of the mean expected log-likelihood,
this bias being a function of the number of free parameters in the model.
So it only covers those models fitted by maximum likelihood.

Rub�n
http://webmail.udec.cl

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