Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: criticisms of classical model selection methods
From
Sam Brilleman <[email protected]>
To
[email protected]
Subject
st: criticisms of classical model selection methods
Date
Thu, 19 Aug 2010 10:24:55 +0100
Hi
Is anyone able to point me in the direction of references dealing with the
discussion for and against traditional methods of model selection. I am
particularly interested in criticisms of the assumptions on which commonly
used model selection criteria are based (eg. AIC, BIC, etc).
I'm also quite interested to hear what measures people often use when
selecting between competing non-nested models, particularly when the models
are non-linear. Is AIC reasonable when the models differ only by one
covariate, or is it always worthwhile making judgement on a number of GOF
tests?
Many thanks,
Sam.
----------------------
Sam Brilleman
Academic Unit of Primary Health Care
School of Social and Community Medicine
University of Bristol
25/27 Belgrave Road
Bristol BS8 2AA
0117 331 3868
[email protected]
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/