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] ______________________________________________ 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.
