[R-sig-eco] glm-model evaluation

Brianne Addison brianne.addison at gmail.com
Thu May 29 20:32:21 CEST 2008


I agree with Ben.  The problem with using a threshold such as the 2
delta unit rule is that there is a tendency to draw a line in the sand
and ignore everything on one side.  It should be remembered that
models with greater than 2 dAIC scores still have SOME explanatory
power, and that the delta units are arbitrary.  This is why we
calculate weights, and why B & A advocate so strongly for multimodel
inference.

BriAnne

2008/5/29 Ben Bolker <bolker at ufl.edu>:
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> Ruben Roa Ureta wrote:
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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
>
> ~  I would really strongly recommend AGAINST trying to justify
> "significance thresholds" for AIC (B&A 2002 say this too).
> - -2 AIC points corresponds to adding a single parameter with no
> explanatory power at all, so it makes sense to me to consider
> this a "minimal change" in the penalized GOF/expected K-L
> distance/whatever.  You can also consider this in terms
> of AIC weights, which in the limit of large sample sizes and
> particular (slightly odd) Bayesian priors have an interpretation
> in terms of posterior model probabilities.
>
> ~  Anyone else?
>
> ~  Ben Bolker
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-- 
~~~~~~~~~~~~~~~~~~~~~~~~~
BriAnne Addison
Ecology Evolution & Systematics
University of Missouri - St Louis



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