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A Machine Learning Approach to Design an Efficient Selective Screening of Mild Cognitive Impairment
Published on: January 11, 2020
Practical advice on variable selection and reporting using Akaike information criterion
Chris Sutherland1, Darragh Hare2,3, Paul J Johnson2
1Centre for Research into Ecological and Environmental Modelling, University of St Andrews, St Andrews, UK.
Abstract:
The various debates around model selection paradigms are important, but in lieu of a consensus, there is a demonstrable need for a deeper appreciation of existing approaches, at least among the end-users of statistics and model selection tools. In the ecological literature, the Akaike information criterion (AIC) dominates model selection practices, and while it is a relatively straightforward concept, there exists what we perceive to be some common misunderstandings around its application. Two specific questions arise with surprising regularity among colleagues and students when interpreting and reporting AIC model tables. The first is related to the issue of 'pretending' variables, and specifically a muddled understanding of what this means. The second is related to p-values and what constitutes statistical support when using AIC. There exists a wealth of technical literature describing AIC and the relationship between p-values and AIC differences. Here, we complement this technical treatment and use simulation to develop some intuition around these important concepts. In doing so we aim to promote better statistical practices when it comes to using, interpreting and reporting models selected when using AIC.
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