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by spekcular
1158 days ago
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AIC is an estimate of prediction error. I would caution against using it for selecting a model for the purpose of inference of e.g. population parameters from some dataset (without producing some additional justification that this is a sensible thing to do). Also, uncertainty quantification after data-dependent model selection can be tricky. Best practice (as I understand it) is to fix the model ahead of time, before seeing the data, if possible (as in a randomized controlled trial of a new medicine, etc.). |
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