Timeline for Compare GLM AICs with different likelihoods?
Current License: CC BY-SA 4.0
7 events
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Oct 25, 2022 at 11:47 | comment | added | Dave | I’ll be posting a follow-up to clarify some remaining confusion I have, but this answers the question I asked and thus deserves the green check. | |
Oct 25, 2022 at 11:46 | vote | accept | Dave | ||
Jul 31, 2022 at 7:11 | comment | added | Michael M | Definitely! Still, I recently was asked exactly this one and was unsure. | |
Jul 30, 2022 at 10:51 | comment | added | dipetkov | @MichaelM Yes, I think so: A different link function "only" changes the mapping between the predictors and the mean of the response, ie, it changes the model $f_\theta$. That being said, there are often better ways to choose the link function than the AIC. It took me a bit of time but I remembered a good example: take a look at Section 11.2 in the Regression Modeling Strategies course notes. | |
Jul 30, 2022 at 10:30 | comment | added | Michael M | Great answer! Thus, we can also compare different link functions like this, right? | |
Jul 30, 2022 at 10:23 | history | edited | dipetkov | CC BY-SA 4.0 |
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Jul 29, 2022 at 22:15 | history | answered | dipetkov | CC BY-SA 4.0 |