View source: R/misc_and_utility.R
| aic_weights | R Documentation |
aic_weights converts a vector of AIC values into Akaike weights: the conditional probability that each model is the best in the set, given the data and the candidate models (Wagenmakers and Farrell, 2004).
aic_weights(x)
x |
Numeric vector of AIC values, one per model. |
Weights are computed from AIC differences relative to the best model in the set:
w_i = \frac{\exp(-\Delta_i/2)}{\sum_j \exp(-\Delta_j/2)}, \quad \Delta_i = \mathrm{AIC}_i - \min(\mathrm{AIC})
The best model has \Delta = 0 and therefore the largest weight. Weights sum to 1. A model 2 AIC units worse than the best has a likelihood ratio of \exp(-1) \approx 0.37 relative to it, before normalisation across the set. The result is a statement about this candidate set only, not about the absolute probability that a model is true.
$x^2 + y^2 = z^2$
Replaces MuMIn::Weights().
Numeric vector of weights, the same length as x, summing to 1.
Wagenmakers, E. J., and Farrell, S. (2004). AIC model selection using Akaike weights. Psychonomic Bulletin & Review, 11, 192-196. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.3758/BF03206482")}
umxWeightedAIC(), AIC()
Other Reporting Functions:
plot.umx_GWAS(),
umx,
umxAPA(),
umxFactorScores(),
umxGetLatents(),
umxGetManifests(),
umxGetModel(),
umxGetParameters(),
umxParameters(),
umx_aggregate(),
umx_time()
aic_weights(c(100, 102, 110))
# best model, 2 AIC worse, 10 AIC worse
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