475:, and note that it is bad form to assume an arbitrary argument and then prove that that is indeed what was assumed. The relationship between AIC and BIC is close enough to discount both as presumptuous. There are no confidence intervals for AIC, and it is not a standard test. AIC has no meaning for any model, and to say then that it means something when comparing models is based upon an information theory that is far too limited to be generally applicable. Granted, it may have some limited application for ordinary least squares in y, but ordinary least squares in y, is the tip of a very large iceberg filled with numerical methods, which methods should be tailored to the information sought during regression rather than just using OLS. I use OLS only about 20% of the time for my regression analyses, and never use it for primary event models because the frequency of occurrence of the presumed error structure is too infrequent for me to have ever not found a more appropriate statistic for minimization. Quantification of the information content maybe could be extended to other types of information. However, what is missing is any motive for doing so. For example, one would have a very hard time proving that AIC is in any way superior to adjusted R-squared, Chi-squared testing and the other information that you deleted. I admire your faith in AIC, but need help. How do I get the dangerous and misleading overly rosy presentation of AIC pruned so that it is not presented as if it were the "GO TO" method for everything?
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another man's noise, and there is no information without context. In specific, by assuming a context, which in the case of AIC is goodness-of-fit, all other contexts are excluded, and those include regression to find the best functional relationship between variables as opposed to a least error estimation of amplitude, best accuracy of extrapolation, least biased estimator, and many many others. AIC is not as useful as the article portrays. It is not a fall back position for comparing models in any sort of general context. I would ask you to consider moderation on this point rather than just erasing my comments. I am willing to compromise, however, the article as it stands in not true, optimistic yes, true not. Also note, "If the assumptions we made in
Section 2 are accepted, Akaike's criterion cannot be asymptotically optimal. This would contradict any proof of its optimality, but no such proof seems to have been published, and the heuristics of Akaike and of Tong do not seem to lead to any such proof." Since this has been cited 26907 times on Google Scholar, I take that as a sign that many authors have noted that AIC is not on firm ground.
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it. Failing that you might realize that you are not stating what the assumptions are for using AIC. OK let's start there. You are assuming OLS and "Results on the bias and inconsistency of ordinary least squares for the linear probability model" Portray this as not useful. Similarly, I found this not useful for gamma variate modeling. "Limitations of ordinary least squares fitting of gamma variate functions to plasma-clearance curves" . The uses of weighting factors to get correct answers is standard and very common, but what it is, is not OLS. For example, weighting for relative error or minimizing the norm of model/y-1 is not OLS, and is more appropriate in some circumstances for example for measuring "Plasma concentration half-life" . Similarly performing MLR on the logarithms of data will yield better models for proportional error structure than any direct OLS approach "An improved method for determining renal sufficiency using volume of distribution and weight from bolus Tc-99m-DTPA, two blood sample, paediatric data" .
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general theory of inverse problem solutions can, when applied, give evidence of actual as opposed to assumed
Bayesian prior information is found here . Does that help? I will rummage around to see if anyone cared enough about AIC usage to write something on it. I included one before, namely "Akaike's information criterion in generalized estimating equations" but it was deleted. So promise me you won't delete material evidence, again, please? OK, one more paper. Please read this one to gain a broader perspective on this issue. "Assessing Goodness of Fit: Is Parsimony Always Desirable?" . This paper compares many many tests including AIC. None of them replace common sense according to the authors. The actual problem is that common sense is to specify the desired measurement ahead of time and to choose methods that minimize errors in that context, and, parsimony in that context is not generally goodness-of-fit, sometimes perhaps, but not generally.
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THE criterion then one would choose a distribution that is unlikely by Cramer Von Mises probability to represent anything significant. Without also having the distribution fit agree by preferably both Chi-Square and Cramer Von Mises probabilities with the data, then one is promoting an unlikely model indeed. I would suggest you read up on model selection before you make blanket statments about how wonderful AIC is. Yes, AIC is one tool in the box. No, it is by no means a stand-alone model selection criterion.
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function, then the comparison between models is between incorrect and incorrect, at least I think so. To be honest, I do not understand the assumptions being made, nor where one can go from those assumptions, which seem too mushy to yield anything. What the references do is attempt to follow those assumptions out, and they seem to lead nowhere for most physical problems.
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http://jnumedmtg.snmjournals.org/cgi/content/meeting_abstract/51/2_MeetingAbstracts/1674?maxtoshow=&hits=10&RESULTFORMAT=&author1=Wesolowski&andorexacttitle=and&andorexacttitleabs=and&andorexactfulltext=and&searchid=1&FIRSTINDEX=0&sortspec=relevance&resourcetype=HWCIT
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routine in
Mathematica. What I want you to notice is that the following output of the top 5 of hundreds of distribution tried automatically including additive mixtures of independent distributions has no really good model, and no single criterion can lead one to that conclusion. If one chooses AIC as
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as that information was deleted. The general method of solving anything is the inverse problem treatment, not the
Bayesian inference, and it is by using inverse methods that we could discover what the Bayesian inference should have been, that is, if we care to do so, because it leads nowhere special.
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Thanks for the work done on the page “Grey box model” and also your kind comment on the potential usefulness of the page. An not sure how the reference to “Model theory” crept in, but the title for that page might be better as “Model theory (logic)’. I will consider extending the content now there is
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Here is a simple example: Suppose that I own shares in a company. Does goodness of fit or a likelihood analysis tell me what those shares will be worth tomorrow? Doubtful, isn't it? Suppose I persist and try to make a prediction, do I not have to match the derivatives of the trending data as well as
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by undoing my efforts. AIC relies on the assumption that goodness-of-fit is the only criterion for model selection. That assertion is false. Models are not only used to create biased estimators of functional amplitude at the fit points, which is your assumption. In specific, one man's information is
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As you noted the work is not well known and I think it would be helpful if there were additional references to the page, which had sat as an orphan for over a year. I have answered your query regarding conflict of interest on my talk page. I note also that software is available in the public domain.
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I do not care that the other sections of
Knowledge you refer to have errors of omission, logic and so forth. They are perhaps not terribly useful, but, they are not dangerous in the same way that AIC is. AIC currently is presented more as an expression of belief than of science, and it is dangerous
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The three references you removed actually contain a lot information on grey box modelling techniques that is too detailed for inclusion on the page. The two thesis references are publicly available. I was originally asked to ensure the article was extensibly supplied with references. SoI would like
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is a balanced presentation, it looks more like an advertisement. In my opinion that is a disservice. For example, BIC has many advantages over AIC and only one side of this is presented. In the mean time, I will try to figure this out elsewhere, and you can follow along if you wish at . After much
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If you want, I will write an article on the inappropriate uses of AIC, that is, if I cannot find that particular needle in a haystack. I will look for one, but, I think it may be hard to find since the users group into those who cannot be talked out of using AIC and those who cannot be talked into
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Hi SolidPhase. I wouldn't want to doubt your good intentions, but are you absolutely certain that simple erasure of information (esp. in former paragraph AIC "Limitations" - I think I heard they actually do exist) is really beneficial? As for the lead section of the statistics article, keeping the
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A statistical model is a special type of mathematical model. What distinguishes a statistical model from other mathematical models is that a statistical model is non-deterministic. Thus, in a statistical model specified via mathematical equations, some of the variables do not have specific values,
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is definitely not an AIC problem type when the smoothing factor is greater than zero. An example of this that has nothing to do with goodness of fit is adaptively minimized relative plasma clearance error propagation using
Tikhonov regularization "Method for evaluating renal function" . The more
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The first reference relates to heteroscedasticity of OLS residuals for any probability model of the worst kind, bias over the range. Least squares in y is biased when there is any randomness in x. AIC assumes goodness of fit in a maximum likelihood context, if the likelihood itself is a biased
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Thesis are available through library exchanges or purchase. Not sure about on line. I do not have copyright to put on line. Grey box models can be stochastic or deterministic depending on how user sets up and uses model, have changed text to indicate models can be mathematical ,statistical, or
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293:, which was cited in my edit summary: see especially the sections entitled "Length" and "Clutter". The keywords that you mention could be confusing for readers who do not know them, and unneeded for readers who do. Regarding "Big data", I do not really agree, but okay I put it back in.
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the data itself? In fact, I do not then care if the model is parsimonious today, I only care about parsimony for tomorrow. Does AIC apply to selecting a model for tomorrow's share price? Would not extrapolation testing be a better approach to model selection, as in "see what works"?
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crucial keywords like "confidence interval" along with a short sentence and a link to the relevant paragraph below could have been an alternative. Purging the mention of "big data" is no big saver and deprives the last sentence of any concreteness. -- Kku 10:29, 19 June 2015 (UTC)
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precisely because it represents an impediment to understanding, and I get reviewers who say "show me with AIC" for error propagation problems totally unrelated to goodness-of-fit. Thus, I see this problem constantly. I take it that you are not familiar with
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Are the two thesis references readily available to readers in the U.S. and U.K.? Are there web links? If not, would it be feasible to put the thesis references online somewhere, and then link to them? Is a 1971 reference really still
246:. Additionally, I a skeptical of citing a work from 1971: surely there must be superseding references available. (Ideally, those would be references that are easily obtained.) Hence, I ask you to remove the 1971 reference.
471:. This establishes a tautology of thought that is not testable from within Bayesian argumentation. The argument reduces to the premise that the probability of a future event is determined by experience. I counter with
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sources to back up your finding. Thus far, you have only cited one reliable source: a paper from 1978, on a topic that already has a subsection devoted to it—a subsection which discusses the assumptions of the 1978
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of
Davidson/MacKinnon created an incomplete reference, since three footnotes (#28 to #30) referred to the book in Harvard citation. Please be more careful when your remove references. --
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I looked at your first reference, Horrace & Oaxaca . It does not even mention AIC; hence it has no relevance. You must cite reliable sources that make the points. You cannot violate
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thought, I provided reasonable edits to your introduction. You should not present AIC as if it were the sole deciding factor for model selection. Attached is example output from the
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You have shown interest in post-1932 politics of the United States and closely related people. Due to past disruption in this topic area, a more stringent set of rules called
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So, as I sit here among my black swans, I humbly plead with you to reconsider some of your deletions so that we can get the AIC article into a more useful form.
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In the equations of a grey box model, is it required that there be stochastic variables? I think that the article would benefit from making that clear.
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Bayesian information criterion is a systematization of preconceptions as if they were predictive. As such it is no more valid than any other
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Hi Kku. The claim made in the section added by 93.24.5.93 was misleading. The so-called limitation is that AIC does not work well when
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Something that I am not clear about is whether a grey box model must always also be a statistical model. The first paragraph from
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Last time I checked there had been no other objections to the “See also” references, and there was one thank you.
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So if you are agreeable I would like to restore the “See also” references so that the page is more readily found.
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I am trying to see what AIC is actually useful for, and so far is seems like it is seldom useful. I do not think
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http://journals.lww.com/nuclearmedicinecomm/Abstract/2006/12000/An_improved_method_for_determining_renal.7.aspx
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830:City Journal
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539:— Preceding
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442:help request
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1259:voting page
1164:Doug Weller
1083:voting page
1010:voting page
566:WP:ORIGINAL
490:WP:RELIABLE
1243:topic bans
1067:topic bans
994:topic bans
921:topic bans
867:SolidPhase
850:. Thanks,
741:0.00001811
712:0.00002257
572:SolidPhase
497:SolidPhase
417:SolidPhase
337:topic bans
297:SolidPhase
287:Statistics
264:statistics
248:SolidPhase
229:BillWhiten
213:SolidPhase
174:BillWhiten
136:SolidPhase
119:. Thanks,
52:Nathan2055
35:SolidPhase
1239:site bans
1188:bender235
1153:decision
1138:, or the
1132:sanctions
1063:site bans
990:site bans
917:site bans
834:Read the
773:1.39*10-9
645:0.0001264
333:site bans
103:Read the
1149:and the
1118:It does
776:0.002675
709:0.002938
642:StudentT
634:Internal
553:contribs
541:unsigned
459:Teahouse
99:Springer
1266:NoACEMM
852:DPL bot
744:0.02641
677:0.03437
291:WP:LEAD
191:useful?
121:DPL bot
71:HostBot
797:3.231
770:Cauchy
733:3.248
701:3.272
680:0.2537
669:3.297
648:0.0197
637:Score
493:paper.
323:. The
289:, see
285:About
244:WP:CoI
794:3.231
788:1.638
785:3.259
782:3.267
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765:3.24
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698:3.272
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689:3.353
686:3.372
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660:1.674
657:3.322
654:3.333
651:3.317
440:This
1276:talk
1229:The
1192:talk
1168:talk
1155:here
1092:talk
1053:The
1019:talk
980:The
946:talk
907:The
871:talk
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811:talk
762:3.24
721:3.32
625:HQIC
576:talk
549:talk
519:talk
515:Huon
501:talk
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140:talk
125:talk
75:talk
1120:not
836:FAQ
622:AIC
619:BIC
317:Hi,
105:FAQ
33:Hi
1278:)
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