Re: [S] AIC for survreg models: extending the question

Jens Oehlschlaegel (oehl@Psyres-Stuttgart.DE)
Mon, 16 Feb 1998 15:07:04 +0100 (MET)


On Mon, 16 Feb 1998, Paul Monaghan wrote:

[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

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Jens Oehlschlaegel-Akiyoshi
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