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Published on: November 8, 2016
Sensitivity and specificity of information criteria
John J Dziak1, Donna L Coffman2, Stephanie T Lanza3
1Methodology Center at Penn State.
Information criteria (ICs) like Akaike's information criterion (AIC) and Bayesian information criterion (BIC) aid model selection. Viewing ICs as likelihood ratio tests clarifies their differences and aids informed decisions in health and biological research.
Area of Science:
- Biostatistics
- Health Research
- Biological Research
Background:
- Information criteria (ICs) are standard for model selection in health and biological research.
- Discrepancies between criteria like AIC and BIC can cause ambiguity in model choice.
- Current usage often lacks clear justification for selecting specific criteria.
Purpose of the Study:
- To offer a novel perspective on interpreting information criteria (ICs) for model selection.
- To clarify the practical implications of using different ICs.
- To provide a framework for informed decision-making when ICs yield conflicting results.
Main Methods:
- The study frames model comparison using ICs as equivalent to likelihood ratio tests.
- It analyzes the relationship between AIC and BIC in terms of statistical conservatism.
- The approach facilitates understanding IC behavior in complex modeling scenarios.
Main Results:
- Information criteria can be interpreted as likelihood ratio tests with varying alpha levels.
- Bayesian information criterion (BIC) functions as a more conservative test than Akaike's information criterion (AIC).
- The choice between AIC and BIC may depend on prioritizing sensitivity versus specificity.
Conclusions:
- Understanding ICs as likelihood ratio tests enhances interpretation of their practical implications.
- This perspective aids in resolving ambiguities when different criteria suggest different models.
- Informed decisions regarding model selection can be made by understanding IC similarities and differences.
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