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AIC model selection using Akaike weights

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  • Published: February 2004
  • Volume 11, pages 192–196, (2004)
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AIC model selection using Akaike weights
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  • Eric-Jan Wagenmakers1 &
  • Simon Farrell1 
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Abstract

The Akaike information criterion (AIC; Akaike, 1973) is a popular method for comparing the adequacy of multiple, possibly nonnested models. Current practice in cognitive psychology is to accept a single model on the basis of only the “raw” AIC values, making it difficult to unambiguously interpret the observed AIC differences in terms of a continuous measure such as probability. Here we demonstrate that AIC values can be easily transformed to so-called Akaike weights (e.g., Akaike, 1978, 1979; Bozdogan, 1987; Burnham & Anderson, 2002), which can be directly interpreted as conditional probabilities for each model. We show by example how these Akaike weights can greatly facilitate the interpretation of the results of AIC model comparison procedures.

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Authors and Affiliations

  1. Northwestern University, Evanston, Illinois

    Eric-Jan Wagenmakers & Simon Farrell

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  1. Eric-Jan Wagenmakers
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  2. Simon Farrell
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Correspondence to Eric-Jan Wagenmakers or Simon Farrell.

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Wagenmakers, EJ., Farrell, S. AIC model selection using Akaike weights. Psychonomic Bulletin & Review 11, 192–196 (2004). https://doi.org/10.3758/BF03206482

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  • Received: 20 May 2002

  • Accepted: 25 November 2002

  • Issue Date: February 2004

  • DOI: https://doi.org/10.3758/BF03206482

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Keywords

  • Model Selection
  • Candidate Model
  • Akaike Weight
  • Prior Density
  • Leibler Discrepancy
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