[R-sig-eco] glm-model evaluation

Ruben Roa Ureta rroa at udec.cl
Thu May 29 20:10:31 CEST 2008


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[snip]

> ~  not absolutely sure what your question is.
>
> ~  If you're talking about evaluating the relative merit of
> the selected model, it's a question of delta-AIC (or delta-AICc),
> follow the usual rules of thumb -- <2 is approximately equivalent,
> |6 is a lot better, >10 is so good that you can probably discard
> worse models.  (See Shane Richards' nice papers on the topic.)

I have traced the rule about 2 as the minimum difference to favour one
model over the other to remark 2, Ch. 4, Sakamoto, Ishiguro and Kitagawa,
1986, Akaike Information Criterion Statistics. D. Reídle Publishing Co,
Dordrecht. They use the expression 'significant difference between
models'. However, they do not explain why they think that 2 is the minimum
'significant' delta AIC. Does anybody know more about a justification for
this threshold?
Rubén



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