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Richard Hardy
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comparing different Can I compare non-nested models with AIC?

Is it formally correct to compare two separate models with different independent variables?

For instance in R a pseudo code would be something like:

AIC( lm( y ~ X ) )AIC( lm( y ~ X ) )

vs.

AIC( lm( y ~ W ) )AIC( lm( y ~ W ) )

(XX and WW cannot feature in the same model as for instance lm( y ~ X*W )lm( y ~ X*W ) )

comparing different models with AIC

Is it formally correct to compare two separate models with different independent variables?

For instance in R a pseudo code would be something like:

AIC( lm( y ~ X ) )

vs.

AIC( lm( y ~ W ) )

(X and W cannot feature in the same model as for instance lm( y ~ X*W ) )

Can I compare non-nested models with AIC?

Is it formally correct to compare two separate models with different independent variables?

For instance in R a pseudo code would be something like:

AIC( lm( y ~ X ) )

vs.

AIC( lm( y ~ W ) )

(X and W cannot feature in the same model as for instance lm( y ~ X*W ) )

Source Link

comparing different models with AIC

Is it formally correct to compare two separate models with different independent variables?

For instance in R a pseudo code would be something like:

AIC( lm( y ~ X ) )

vs.

AIC( lm( y ~ W ) )

(X and W cannot feature in the same model as for instance lm( y ~ X*W ) )