Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: criticisms of classical model selection methods

From   Sam Brilleman <>
Subject   st: criticisms of classical model selection methods
Date   Thu, 19 Aug 2010 10:24:55 +0100


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 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
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index