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

[Mario Garrido]

Dear Ben and Daniel,
thanks for your advice and recommendations and sorry if this is not the
proper forum for that. Following the advice, I will move my question to
cross validated.

Bests!

El mié., 18 dic. 2019 a las 21:45, Ben Bolker (<bbolker using gmail.com>)
escribió:

>
>   This is a reasonable question, but it isn't at all specific to mixed
> models (which is the topic of this mailing list).  You could try
> CrossValidated (https://stats.stackexchange.com).
>
>   I'm sure opinions differ a lot, and answers will almost certainly
> depend on your goals and context, but *if* I were going to do model
> selection (which I think is very often a bad idea!) I would simply pick
> the model with the minimum AIC, which will (asymptotically) have the
> smallest expected Kullback-Leibler distance.
>
> On 2019-12-18 6:07 a.m., Mario Garrido wrote:
> > 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
> >
>
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>


-- 
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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