Here. From statistician Brian Ripley. A nice, compact overview, good on concepts and practical examples, but without sacrificing precision.
HT Andrew Gelman
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Posted by: Jeremy Fox | December 17, 2011
Advice: primer on alternative methods of model selection
Posted in Advice
For a good introduction to information-theoretic (AIC-based) model selection and averaging, I can recommend Burnham and Anderson’s book “Model Selection and Multimodel Inference.” It’s clearly written, thorough but not pedantically mathematical, and has an ecological perspective.
By: eloceanografo on May 30, 2012
at 10:58 pm