[snipped]
> My main reason for considering deviance and log-likelihoods is an
> attempt to compare non-nested parametric models using the Akaike
> Information Criteria. For example, I wish to compare fits using the
> log-logistic, log-normal and Weibull models (the test of the exponential
> model versus the Weibull is equivalent to the hypothesis test that the
> shape parameter is 1, or in the survreg fit that Log(scale) is zero).
> The usual situation has AIC defined as
>
> -2 log L + 2p *
>
[snipped]
I was recently told that likelihoods from non-nested models are not really
comparable, thus also AIC (penalizing for degrees of freedom) would not be
comparable between non-nested models. Instead I was told, that the only
way comparing non-nested models is a bayesian approach using bayes factors
(BIC).
May I, or may I not compare the LL of different survival models (like
Weibull, Log-Normal, Identity-Normal), if the degrees of freedom are
equivalent (or made equivalent via AIC)?
Best regards
Jens Oehlschlaegel
-- Jens Oehlschlaegel-Akiyoshi Psychologist/Statistician Project TR-EAT + COST Action B6 F.rankfurt oehl@psyres-stuttgart.de A.ttention +49 711 6781-408 (phone) I.nventory +49 711 6876902 (fax) R .-----. / ----- \ Center for Psychotherapy Research | | 0 0 | | Christian-Belser-Strasse 79a | | ? | | D-70597 Stuttgart Germany \ ----- / -------------------------------------------------- '-----' - (general disclaimer) it's better
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