[R] [FORGED] Re: Compare two normal to one normal
r.turner at auckland.ac.nz
Wed Sep 23 08:22:08 CEST 2015
On 23/09/15 16:38, Mark Leeds wrote:
> John: After I sent what I wrote, I read Rolf's intelligent response. I
> didn't realize that
> there are boundary issues so yes, he's correct and my approach is EL
> WRONGO. I feel very not good that I just sent that email being that it's
> totally wrong. My apologies for noise
> and thanks Rolf for the correct response.
> Oh, thing that does still hold in my response is the AIC approach unless
> tells us that it's not valid also. I don't see why it wouldn't be though
> because you're
> not doing a hypothesis test when you go the AIC route.
I am no expert on this, but I would be uneasy applying AIC to such
problems without having a very close look at the literature on the
subject. I'm pretty sure that there *are* regularity conditions that
must be satisfied in order that AIC should give you a "valid" basis for
comparison of models.
AIC has most appeal, and is mostly used (in my understanding) in
settings where there is a multiplicity of models, whereby the multiple
comparisons problem causes hypothesis testing to lose its appeal.
Correspondingly AIC has little appeal in a setting in which a single
hypothesis test is applicable.
I could be wrong about this; as I said, I am no expert. Perhaps younger
and wiser heads will chime in and correct me.
Technical Editor ANZJS
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276
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