Timeline for Is there any reason to prefer the AIC or BIC over the other?
Current License: CC BY-SA 2.5
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| May 6, 2012 at 1:05 | comment | added | Michael R. Chernick | What do you mean by AIC is valid asymptotically. As pointed out by John Taylor AIC is inconsistent. I think his coomments contrasting AIC with BIC are the best ones given. I do not see the two being the same as cross-validation. They all have a nice property that they usually peak at a model with less than the maximum number of variables. But they all can pick different models. | |
| Jan 25, 2011 at 5:41 | comment | added | russellpierce | So, what you are saying is that AIC doesn't sufficiently punish models for parameters so using it as a criteria may lead to overparametrization. You recommend the use of AICc instead. To put this back in the context of my initial question, since BIC already is more stringent than AIC is there a reason to use AICc over BIC? | |
| Jan 23, 2011 at 14:11 | history | answered | user2875 | CC BY-SA 2.5 |