Wagenmakers Eric-Jan, Farrell Simon
Northwestern University, Evanston, Illinois, USA.
Psychon Bull Rev. 2004 Feb;11(1):192-6. doi: 10.3758/bf03206482.
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.
赤池信息准则(AIC;赤池,1973)是一种用于比较多个可能非嵌套模型拟合优度的常用方法。认知心理学目前的做法是仅根据“原始”AIC值接受单一模型,这使得难以根据诸如概率之类的连续度量来明确解释观察到的AIC差异。在此我们证明,AIC值可以轻松转换为所谓的赤池权重(例如,赤池,1978年、1979年;博兹多根,1987年;伯纳姆和安德森,2002年),这些权重可以直接解释为每个模型的条件概率。我们通过示例展示了这些赤池权重如何极大地促进对AIC模型比较程序结果的解释。