[R-sig-ME] AIC and other IT indexes criteria for for backward, forward and stepwise regression

[Szymek Drobniak]

Hi Mario, firstly - you should always think carefully if model selection is exactly what you want. Secondly - if you have multiple models performing similarly (with deltaAICc <= 2) you can average them (there are several methods, you can e.g. have a look at the MuMIn package) and/or summarize importance of different predictors based on the support they receive in different models.

Cheers,
Szymek

Dr Szymon Drobniak

Institute of Environmental Sciences
Jagiellonian University, Kraków, Poland

School of Biological, Environmental and Earth Sciences
University of New South Wales, Sydney, Australia

Google Scholar profile
szymekdrobniak.wordpress.com
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> Date: Wed, 18 Dec 2019 12:07:26 +0100
> From: Mario Garrido <gaadio using post.bgu.ac.il>
> To: "r-sig-mixed-models using r-project.org"
> <r-sig-mixed-models using r-project.org>
> Subject: [R-sig-ME] AIC and other IT indexes criteria for for
> backward, forward and stepwise regression
> Message-ID:
> <CAHzBVpKzOD5Jw9payNpA-9R05jYw-GQvo8MS_6fXzd6aOUioQA using mail.gmail.com>
> Content-Type: text/plain; charset="utf-8"
>
> Dear users,
> Im currently exploring on the use of AIC and other I-T indexes criteria for
> backward, forward and stepwise regression.
> Usually, when applying IT indexes for Multimodal Inference, we choose a set
> of 'good models' depending on different criteria, but mainly, all models
> with delta AIC<2, and then we averaged the estimates between the set of
> models or make conclusions based on the set of models, no need to average.
> However, if Im not wrong, the goal of backward etc is to get to one 'best'
> final model. I understand the use of AIC in this framework but, is there
> any criteria to select the best model in this case? Do I simply have to
> choose the model with the lowest AIC no matter whether there is another
> model whose delta is less than 2? Does it depend on a personal criteria?
> For example, if my 'maximal' or saturated model has the lowest AIC and the
> model dropping one variable has a delta of 0.5, which model to choose?
> I was looking on the web and I have found no answer to this. So, any
> literature recommendation or advice will be welcome.
> Thanks
>
> --
> Mario Garrido Escudero, PhD
> Dr. Hadas Hawlena Lab
> Mitrani Department of Desert Ecology
> Jacob Blaustein Institutes for Desert Research
> Ben-Gurion University of the Negev
> Midreshet Ben-Gurion 84990 ISRAEL
>
> gaiarrido using gmail.com; gaadio using post.bgu.ac.il
> phone: (+972) 08-659-6854
>
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