Can I compare non-nested models with AIC?

Asked Nov 30 '16 at 10:33

Active May 04 '17 at 21:39

Viewed 2,149 times

Is it formally correct to compare two separate models with different independent variables?

For instance in R a pseudo code would be something like:

AIC( lm( y ~ X ) )

vs.

AIC( lm( y ~ W ) )

(X and W cannot feature in the same model as for instance lm( y ~ X*W ) )

edited May 04 '17 at 21:39

amoeba

asked Nov 30 '16 at 10:33

user44252

1

See http://stats.stackexchange.com/questions/116935/comparing-non-nested-models-with-aic – Tim Nov 30 '16 at 10:53
That question is about using the AIC with different Y variables, this question is about using the AIC to compare models w/ different X variables. I'm voting to leave open. – gung - Reinstate Monica Nov 30 '16 at 22:36
That seems like a winner, @RichardHardy. – gung - Reinstate Monica Dec 12 '16 at 13:39

0 Answers0