[R] te( ) interactions and AIC model selection with GAM

[Simon Wood]

On 02/08/12 18:02, Bert Gunter wrote:
> Well, geez! Without trying to upstage SImon, why not google it yourself?!
>
> http://en.wikipedia.org/wiki/Akaike_information_criterion
-- one or two slightly surprising statements in there though :-)
I quite like the coverage in Davison (2003) "Statistical Models" Section 
4.7. Burnham and Anderson (2002) "Model Selection and Multi Model 
inference: a practical information theoretic approach", Springer, is a 
longer treatment.

best,
Simon

>
> (seemed pretty clear to me...)
>
> -- Bert
>
> On Thu, Aug 2, 2012 at 9:54 AM, Will Shadish <wshadish at ucmerced.edu> wrote:
>> Simon, could you clarify this paragraph. We are submitting to a psychology
>> journal and I am certain they will be asking us about why it is still ok to
>> use AIC for non-nested models. Thanks. Will Shadish
>>
>> On 8/2/2012 9:49 AM, Simon Wood wrote:
>>>
>>> For AIC model comparison, the usual advice applies that although the
>>> comparisons are a bit more reliable for nested models (since then some of
>>> the AIC approximations errors are the same in both cases, and cancel in the
>>> comparison), it is still ok to use AIC for non-nested models (i.e. it is
>>> *not* like most hypothesis testing where everything falls apart if you don't
>>> have nesting).
>>>
>>> best,
>>> Simon
>>>
>>
>> --
>> William R. Shadish
>> Distinguished Professor
>> Founding Faculty
>> Chair, Psychological Sciences
>>
>> Mailing Address:
>> William R. Shadish
>> University of California
>> School of Social Sciences, Humanities and Arts
>> 5200 North Lake Rd
>> Merced CA  95343
>>
>> Physical/Delivery Address:
>> University of California Merced
>> ATTN: William Shadish
>> School of Social Sciences, Humanities and Arts
>> Facilities Services Building A
>> 5200 North Lake Rd.
>> Merced, CA 95343
>>
>> 209-228-4372 voice
>> 209-228-4390 fax
>> wshadish at ucmerced.edu
>> http://faculty.ucmerced.edu/wshadish/index.htm
>> http://psychology.ucmerced.edu
>>
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>
>
>


-- 
Simon Wood, Mathematical Science, University of Bath BA2 7AY UK
+44 (0)1225 386603               http://people.bath.ac.uk/sw283