Inline: On Fri, Sep 2, 2011 at 8:09 AM, Patrick Breheny <patrick.breh...@uky.edu> wrote: > On 09/02/2011 08:48 AM, John Sorkin wrote: >> >> I believe when using BIC one needs to compare nested models > > This is wrong. Hypothesis tests rely on nested models; information criteria > do not. >
Yes, indeed. It may additionally be worth noting what has has been noted on this list before: the actual definition of such criteria is given only up to a constant, so different **software** may give different answers on the same data. Hence be sure to compare results using the same software or make any necessary additive adjustments based on the details of how the software does the calculation when results from different software are being compared. Cheers, Bert > -- > Patrick Breheny > Assistant Professor > Department of Biostatistics > Department of Statistics > University of Kentucky > > ______________________________________________ > R-help@r-project.org mailing list > 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. > -- "Men by nature long to get on to the ultimate truths, and will often be impatient with elementary studies or fight shy of them. If it were possible to reach the ultimate truths without the elementary studies usually prefixed to them, these would not be preparatory studies but superfluous diversions." -- Maimonides (1135-1204) Bert Gunter Genentech Nonclinical Biostatistics ______________________________________________ R-help@r-project.org mailing list 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.
