Re: [S] AIC for survreg models: extending the question
Michael Herron (m-herron@nwu.edu)
Mon, 16 Feb 1998 08:19:31 -0600 (CST)
> 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)?
You might want to consider reading:
@Article{vuong:nonnest,
author = "Quang H. Vuong",
title = "Likelihood Ratio Tests for Model Selection and
Non--Nested Hypotheses",
journal = "Econometrica",
year = 1989,
volume = 57,
number = 2,
pages = "307--335",
month = "Mar"
}
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