John, Thank you for those references. Cheers, Michael
On Tue, Oct 14, 2008 at 8:27 AM, John C Frain <[EMAIL PROTECTED]> wrote: > Choosing the model with minimum AIC is just one consideration that > might be used. If you look at books such as McQuarrie and Tsai > (1998), Regression and Time Series Model Selection, World Scientific, > you will find about 450 pages dealing mainly with the use of this and > similar criteria to select appropriate models. You could also look > at Konishi and Kitagawa (2008), Information Criteria and Statistical > Modeling, Springer. You will then realise that there is no simple > answer to your question. > > John Frain > > 2008/10/14 Michael Just <[EMAIL PROTECTED]>: > > Hello, > > I ran AIC for some competing models I created. I get df and an AIC score > > from the AIC procedure. Can I use the models with the lowest AIC scores > from > > this procedure to choose my 'best' models? If not, what else do I need to > do > > (and know) and how can I do it in R to chose the 'best' models? > > > > Thank you kindly, > > Michael > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > 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. > > > > > > -- > John C Frain > Trinity College Dublin > Dublin 2 > Ireland > www.tcd.ie/Economics/staff/frainj/home.html > mailto:[EMAIL PROTECTED] > mailto:[EMAIL PROTECTED] > [[alternative HTML version deleted]] ______________________________________________ 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.
