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st: criticisms of classical model selection methods


From   Sam Brilleman <sam.brilleman@bristol.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: criticisms of classical model selection methods
Date   Thu, 19 Aug 2010 10:24:55 +0100

Hi

Is anyone able to point me in the direction of references dealing with the discussion for and against traditional methods of model selection. I am particularly interested in criticisms of the assumptions on which commonly used model selection criteria are based (eg. AIC, BIC, etc).

I'm also quite interested to hear what measures people often use when selecting between competing non-nested models, particularly when the models are non-linear. Is AIC reasonable when the models differ only by one covariate, or is it always worthwhile making judgement on a number of GOF tests?

Many thanks,
Sam.

----------------------
Sam Brilleman
Academic Unit of Primary Health Care
School of Social and Community Medicine
University of Bristol
25/27 Belgrave Road
Bristol  BS8 2AA

0117 331 3868
sam.brilleman@bristol.ac.uk
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