John,
Thank you for those references.

Cheers,
Michael

On Tue, Oct 14, 2008 at 8:27 AM, John C Frain <frainj@gmail.com> wrote:

> 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@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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> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
>
>
>
> --
> John C Frain
> Trinity College Dublin
> Dublin 2
> Ireland
> www.tcd.ie/Economics/staff/frainj/home.html
> mailto:frainj@tcd.ie
> mailto:frainj@gmail.com
>

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