[R] Model selection and model efficiency - Search for opinions

[Bert Gunter]

1. As this is not really appropriate for R, I suggest replies be private.

2. You might try posting on various statistical forums, e.g. on
http://stats.stackexchange.com/


-- Cheers, Bert

On Wed, Aug 24, 2011 at 12:15 PM, Arnaud Mosnier <a.mosnier at gmail.com> wrote:
> Hi,
>
> In order to find the best models I use AIC, more specifically I calculate
> Akaike weights then Evidence Ratio (ER) and consider that models with a ER <
> 2 are equally likely.
> But the same problem remain each time I do that. I selected the best models
> from a set of them, but I don't know if those models are efficient to
> predict (or at least represent) my data.
> I can have selected the best element(s) of the list of the worst models.
>
> Do you find it is correct to calculate R2 or pseudo-R2 for the best "set of
> models" in order to have an idea of the representativeness of those models
> and use this value to select the more efficient model ?
>
> I would be glad to hear your opinions about this !
>
> Thanks,
>
> Arnaud
>
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>
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