[R] is AIC always 100% in evaluating a model?

Ben Bolker bolker at ufl.edu
Sat Jul 4 12:34:08 CEST 2009


Tal Galili wrote:
> Hi Ben,
> I just wished to give a small remark about your claim:
> "it's best not to consider hypothesis testing (statistical significance) and AIC in the same analysis."
> 
> Since in the case of forward selection for orthogonal matrix's, it can be shown that AIC is like using a P to enter rule of 0.16.  For further reference see:page 3 of: "A SIMPLE FORWARD SELECTION PROCEDURE BASED ON
> FALSE DISCOVERY RATE CONTROL" BY YOAV BENJAMINI AND YULIA GAVRILOV,
> http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aoas/1239888367
> 
> 

  Haven't read the paper yet, but I would say that makes sense --

> pchisq(3.84,1,lower.tail=FALSE)
[1] 0.05004352
> pchisq(2,1,lower.tail=FALSE)
[1] 0.1572992


-- 
Ben Bolker
Associate professor, Biology Dep't, Univ. of Florida
bolker at ufl.edu / www.zoology.ufl.edu/bolker
GPG key: www.zoology.ufl.edu/bolker/benbolker-publickey.asc

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