Multimodel Inference: Understanding AIC and BIC in Model Selection Export

@article{citeulike:11258, abstract = {The model selection literature has been generally poor at reflecting the deep foundations of the Akaike information criterion (AIC) and at making appropriate comparisons to the Bayesian information criterion (BIC). There is a clear philosophy, a sound criterion based in information theory, and a rigorous statistical foundation for AIC. AIC can be justified as Bayesian using a "savvy" prior on models that is a function of sample size and the number of model parameters. Furthermore, BIC can be derived as a non-Bayesian result. Therefore, arguments about using AIC versus BIC for model selection cannot be from a Bayes versus frequentist perspective. The philosophical context of what is assumed about reality, approximating models, and the intent of model-based inference should determine whether AIC or BIC is used. Various facets of such multimodel inference are presented here, particularly methods of model averaging. 10.1177/0049124104268644}, author = {Burnham, Kenneth P. and Anderson, David R.}, citeulike-article-id = {11258}, citeulike-linkout-0 = {http://dx.doi.org/10.1177/0049124104268644}, citeulike-linkout-1 = {http://smr.sagepub.com/content/33/2/261.abstract}, citeulike-linkout-2 = {http://smr.sagepub.com/content/33/2/261.full.pdf}, citeulike-linkout-3 = {http://smr.sagepub.com/cgi/content/abstract/33/2/261}, citeulike-linkout-4 = {http://www.ingentaconnect.com/content/sage/j221/2004/00000033/00000002/art00004}, day = {1}, doi = {10.1177/0049124104268644}, issn = {0049-1241}, journal = {Sociological Methods Research}, keywords = {akaike, analysis, bittorrent, data, model, selection}, month = {November}, number = {2}, pages = {261--304}, posted-at = {2008-08-15 06:39:47}, priority = {0}, publisher = {SAGE Publications}, title = {Multimodel Inference: Understanding AIC and BIC in Model Selection}, url = {http://dx.doi.org/10.1177/0049124104268644}, volume = {33}, year = {2004} }

TY - JOUR ID - citeulike:11258 L3 - citeulike-article-id:11258 N2 - The model selection literature has been generally poor at reflecting the deep foundations of the Akaike information criterion (AIC) and at making appropriate comparisons to the Bayesian information criterion (BIC). There is a clear philosophy, a sound criterion based in information theory, and a rigorous statistical foundation for AIC. AIC can be justified as Bayesian using a "savvy" prior on models that is a function of sample size and the number of model parameters. Furthermore, BIC can be derived as a non-Bayesian result. Therefore, arguments about using AIC versus BIC for model selection cannot be from a Bayes versus frequentist perspective. The philosophical context of what is assumed about reality, approximating models, and the intent of model-based inference should determine whether AIC or BIC is used. Various facets of such multimodel inference are presented here, particularly methods of model averaging. 10.1177/0049124104268644 IS - 2 JF - Sociological Methods Research SN - 0049-1241 EP - 304 TI - Multimodel Inference: Understanding AIC and BIC in Model Selection PB - SAGE Publications VL - 33 SP - 261 KW - akaike KW - analysis KW - bittorrent KW - data KW - model KW - selection AU - Burnham, Kenneth AU - Anderson, David PY - 2004/11/01/ UR - http://dx.doi.org/10.1177/0049124104268644 ER -