I am running a Cox-proportional hazards model and using AIC for model selection (I am doing reverse selection, but manually rather than using a program). In the output for AIC, both a "without covariates" and a "with covariates" value are shown. What is the difference between these two values, and which should I be using for model selection?
Without covariates - this is the null model (essentially the information conveyed by the mean alone)
With covariates - this includes any independent variables. If you are doing some sort of model selection, you should notice a change in the "with covariates" value as the number of independent variables included changes.
SteveDenham
Our biggest data and AI event of the year.
Don’t miss the livestream kicking off May 7. It’s free. It’s easy. And it’s the best seat in the house.
Join us virtually with our complimentary SAS Innovate Digital Pass. Watch live or on-demand in multiple languages, with translations available to help you get the most out of every session.
ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.