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This article at least claims that's not right: https://robjhyndman.com/hyndsight/aic/ https://robjhyndman.com/hyndsight/aic/ (And Wikipedia: https://en.m.wikip
by gammarator 8y ago
This article at least claims that's not right: https://robjhyndman.com/hyndsight/aic/ https://robjhyndman.com/hyndsight/aic/
(And Wikipedia: https://en.m.wikipedia.org/wiki/Akaike_information_criterion#How_to_apply_AIC_in_practice https://en.m.wikipedia.org/wiki/Akaike_information_criterion...)
Do you have a reference? Or were you thinking of the Likelihood Ratio Test?
- jmalicki 8y agoOkay reading, it sounds like before Burnham and Anderson (2002) it was only known to be valid for nested models, but they were able to derive it from more fundamental assumptions to remove that restriction. https://en.wikipedia.org/wiki/Akaike_information_criterion#History https://en.wikipedia.org/wiki/Akaike_information_criterion#H... I wasn't aware of that update until now (despite being 16 years old), thank you!!