Posted by: Jeremy Fox | December 17, 2011

Advice: primer on alternative methods of model selection

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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Responses

  1. 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.


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