On 09/02/2011 11:26 AM, Prof Brian Ripley wrote:
This is wrong. Hypothesis tests rely on nested models; information criteria
do not.
Actually, this is off-topic on this list. But blanket statements are
often themselves untrue: there are hypothesis tests of non-nested
models (most famously due to Cox, 1961), and Akaike explicitly
considered only nested models in his paper introducing AIC.
Certainly criteria such as AIC and BIC (in the sense of Schwarz: there
are several criteria of that name) can be used with non-nested models
but are much sharper tools for nested models.
Good point; my remark was only meant to refer to the simple case of
logistic regression in the original post, and certainly should not be
construed as a blanket statement applying to all possible hypothesis
tests of all possible models.
--
Patrick Breheny
Assistant Professor
Department of Biostatistics
Department of Statistics
University of Kentucky
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