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I conducted AIC selection on a set of models, and isolated my top 3 models. I then calculated the AIC weights of each model, and got the values 0.99, 1.92e-14,and 6.9e-18. I never saw weight values that low, and am worried I might have screwed up somewhere.

Has anyone else seen AIC weights like this?

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    $\begingroup$ What are the AIC values of these three models? What do you mean by AIC weights? Are you trying to obtain a linear combination of models where each model is weighted by its AIC value? (If not, consider updating the title to reflect what you are actually doing.) $\endgroup$ Nov 20, 2022 at 11:54

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If your models differ in AICs by something on the order of 60, then yes, AIC weights (per Burnham & Anderson, Model Selection and Multi-Model Inference: A Practical Information-Theoretic Approach, 2002, which I'll assume you are referring to) on the order you note can occur. In R:

> AICs <- c(0,60,60)
> (delta_AICs <- AICs-min(AICs))
[1]  0 60 60
> exp(-0.5*delta_AICs)/sum(exp(-0.5*delta_AICs))
[1] 1.000000e+00 9.357623e-14 9.357623e-14

However, AIC differences of 60 would indicate that the model fits are enormously different. One would typically not consider a model with an AIC 60 larger than the best model. Which is precisely what your weights imply.

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  • $\begingroup$ Thank you for your answer, that makes a lot of sense! My AIC values do have differences of over 60, so that checks out. $\endgroup$
    – Cam
    Nov 21, 2022 at 0:49

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