Questions tagged [aic]
AIC stands for the Akaike Information Criterion, which is one technique used to select the best model from a class of models using a penalized likelihood. A smaller AIC implies a better model.
1,062 questions
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How to plot AIC, BIC of all possible models?
Suppose I was given a data set, say, golf, in the form of an MLR model. Given that best subset selection is choosing the top 5 best models of each size, how would ...
1 vote
1 answer
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glmmTMB model gives AIC value and coefficient estimates, but no z or p values
I am modeling count data with a non-Poisson distribution and potential zero inflation in glmmTMB. I am using different distributions and zero inflation specifications, including Conway Maxwell Poisson,...
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In a regression, does AIC tell anything that the mean squared error does not, except for the penalty for more variables?
The equation for AIC is $$\mathrm{AIC} = n\ln(\mathrm{MSE})+2k$$ where: $n ={}$number of observations $\mathrm{MSE} ={}$mean squared error $k ={}$number of parameter estimates The way I ...
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AIC of regression with neglected ARMA errors
Section 9.1 of Forecasting: Principles and Practice (2nd edition) by Hyndman & Athanasopoulos considers regression with ARMA errors where the regression error $\eta_t$ is modelled as an ARMA ...
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Is there a formula for the degrees of freedom for the group elastic net?
I'm interested in calculating AIC/BIC for group elastic net models. I've found formulas for the degrees of freedom for the the elastic net (Degrees of Freedom in Lasso Problems) and for the group ...
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How to choose between ARIMA and ARFIMA?
I am in the position of having a time series data set that I can model well using either a Autoregressive Fractionally Integrated Moving Average (ARFIMA) or an ARIMA model. I'm asking for ways to ...
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2 votes
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How to use LASSO shrinkage methods using glmnet for a GLMM model
I am fairly new to more complex statistics and I'm trying to get my head round appropriate variable selection methods including Lasso shrinkage, so would really appreciate any help and guidance ...
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Comparison of candidate models obtained with possibly "non-comparable AIC": use RSS, MSE, or adjusted MSE as an alternative instead... or?
My question relates to the comparison of candidate models for which their parameter estimates have been produced with different methods and R packages. As a fictive example, the MASS (continuous ...
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How to interpret AIC model selection and uninformative parameters
I have a model set with 36 candidate models and 4 models with an AIC less than or equal to 2.0. I do not want to model average because I don't think my candidate set really fits in with the caveats ...
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Can we use QAIC for underdispersed count data?
The problem I have is selecting among non-nested models for count data (GAM, GLM, segmented) fitted with quasipoisson (dispersion c-hat < 1, sometimes << 1). Conway-Maxwell-Poisson (CMP) ...
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Linear regression after multiple imputation: Should assumptions be checked before or after AIC-based model selection?
I’m currently working on multiple regression analyses with a small sample (n = 36), using multiple imputation via the mice package in R (5 imputed datasets). The ...
6 votes
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Automatic ARIMA model selection
There are many resources explaining why automatic variable selection is bad (e.g. here). Regarding the selection of $p$, $d$, $q$ parameters in ARIMA models, the Hyndman-Khandakar algorithm combines ...
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6 votes
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Feature selection for quasipoisson models using "quasi"-AIC?
In a quasipoisson model there is no AIC, but but a quasi-AIC can be calculated: https://stackoverflow.com/questions/69615117/akaike-criterion-aic-for-quasi-poisson-models Is it possible to use this, ...
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1 vote
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Can AIC be Used when the Independent Variable is Transformed? [duplicate]
The quantity of a toxic metal in the urine (Y) is measured at a number of times (T) after the material was accidentally inhaled by an individual. A pharmacokinetic (PK) model is used to predict the ...
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7 votes
3 answers
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AIC of regression is lower than for model with mediation
tl;dr: I'm trying to understand what the role of AIC in mediation analysis is, and how to choose between different models - a simple regression, and path analysis that include mediation. Should this ...
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