topic Re: What is the 'cutoff' value for Information Criteria like AIC and BIC? in Statistical Procedures

What is the 'cutoff' value for Information Criteria like AIC and BIC?

marcioadg — Sat, 30 Nov 2013 04:06:45 GMT

When comparing two IC values, what is the cutoff value?

I have heard that it was 10, and also heard that it was 2...

Re: What is the 'cutoff' value for Information Criteria like AIC and BIC?

MohammadFayaz — Sat, 30 Nov 2013 10:32:32 GMT

Hi,

Note : The difference is based on the AIC (BIC) of your desired model with the smallest AIC (BIC) in all your models.

For AIC , Page 30 : http://myweb.uiowa.edu/cavaaugh/ms_lec_2_ho.pdf

For BIC , Page 30 : http://myweb.uiowa.edu/cavaaugh/ms_lec_5_ho.pdf

Re: What is the 'cutoff' value for Information Criteria like AIC and BIC?

SteveDenham — Tue, 03 Dec 2013 13:50:08 GMT

For AIC, there should be no "cutoff" value, in my opinion. The smaller value (in SAS parlance) for two models reflects less information loss, as compared to the data generating process/model. The loss compared to the model with the minimum AIC (AICmin) can be calculated as exp((AIC - AICmin)/2). Thus even a small difference can indicate substantial information loss, e.g. a difference of 1.386 in AIC would represent a 50% loss.

Steve Denham

Re: What is the 'cutoff' value for Information Criteria like AIC and BIC?

MohammadFayaz — Tue, 03 Dec 2013 19:20:39 GMT

Thank you SteveDenham.

I don't believe in "cutoff" for AIC as you say.But his question motivate me to search internet to find some rules. I don't use these rules. But if someone asks me have you ever heard about "cutoff" for AIC . I referred him to these pretensions. and then if he wants my opinion about using these "cutoff" , I tell him/her your invaluable example.

Thank you

Re: What is the 'cutoff' value for Information Criteria like AIC and BIC?

marcioadg — Wed, 11 Dec 2013 18:05:41 GMT

SteveDenham and MohammadFayaz, thank you for your input. Do you have a reference for the exp((AIC - AICmin)/2) formula you gave? Thank you Marcio

Re: What is the 'cutoff' value for Information Criteria like AIC and BIC?

SteveDenham — Wed, 11 Dec 2013 20:02:27 GMT

See Burnham and Anderson's Model Selection and Multimodel Inference: A Practical Information-Theoretic Approach (2nd. ed) (2002) from Springer-Verlag--Chapter 6, section 4.5, according to my notes.

Steve Denham

Re: What is the 'cutoff' value for Information Criteria like AIC and BIC?

marcioadg — Wed, 11 Dec 2013 20:06:22 GMT

Thank you I will check. And how about when you have two exactly similar AIC and BIC between a linear and a quadratic model? Which one do we pick?

Re: What is the 'cutoff' value for Information Criteria like AIC and BIC?

SteveDenham — Wed, 11 Dec 2013 20:08:42 GMT

Exactly similar? That would be very coincidental. I'd pick the model that I had the most solid biological reason for selecting, though, given this strange occurrence.

Steve Denham

Re: What is the 'cutoff' value for Information Criteria like AIC and BIC?

marcioadg — Wed, 11 Dec 2013 20:10:44 GMT

Yes, Thank you Very much Steve