Hi list,
I agree with's Ben's definition of AIC, " expected (Kullback-Leibler)
distance between a hypothetical 'true model' and
any specified model", I just feel that doesn't give any intuition to a
frequentist which is what I thought the question was asking.
Ben, for references to this derivatio
Ben Bolker --
>> Now we can apply Fisher's Likelihood Ratio Test of Fisher as well
>> as the AIC. The LRT tells us that the expectation
>
> ... under the null hypothesis where M0 (the simpler model) is true?
Yup. I'm considering that case to see how the AIC fits in with the LRT.
Of course
On 12-06-17 07:35 AM, Joe Felsenstein wrote:
>
> Ben Bolker wrote:
>
>> I'd like to chime in here ... again ready to be corrected by others.
>> The description above doesn't match my understanding of AIC at all
>> (although again I will be perfectly happy, and in fact really
>> interested, if yo
On 12-06-14 08:53 AM, Joe Felsenstein wrote:
>
> Carl Boettiger wrote:
>
>> Others on the list can weigh in with more authority, but perhaps
>> this will get the discussion started.
>
> Yes, it's important to know whether the parameters are nested, and
> the issue of being at the end of a param
Carl Boettiger wrote:
> Others on the list can weigh in with more authority, but perhaps this will
> get the discussion started.
Yes, it's important to know whether the parameters are nested, and
the issue of being at the end of a parameter range is serious.
> Recall that AIC values are a feque
Hi Anurag, list,
Others on the list can weigh in with more authority, but perhaps this will
get the discussion started.
I think your question gets at how the models are nested. To ensure that
the likelihoods are chi-square distributed you also need to make sure that
the parameter is not constrai
Dear physigs,
I've been using likelihood ratio tests in various statistical models and have
seen mixed usage of two- vs. on-tailed tests of the difference in the LL of two
models. On the one hand, a one-tailed test seems reasonable because a model
can only reduce the model fit if we remove a pa
