[R] AIC score

[John C Frain]

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 <mgjust at gmail.com>:
> 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]]
>
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-- 
John C Frain
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
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