Chapter

Model Identification from Many Candidates

Mark L. Taper

in The Nature of Scientific Evidence

Published by University of Chicago Press

Published in print October 2004 | ISBN: 9780226789552
Published online February 2013 | e-ISBN: 9780226789583 | DOI: http://dx.doi.org/10.7208/chicago/9780226789583.003.0015
Model Identification from Many Candidates

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Model identification is a necessary component of modern science. Model misspecification is a major, if not the dominant, source of error in the quantification of most scientific evidence. Hypothesis tests have become the de facto standard for evidence in the bulk of scientific work. This chapter discusses the information criteria approach to model identification, which can be thought of as an extension of the likelihood ratio approach to the case of multiple alternatives. It shows that the information criteria approach can be extended to large sets of statistical models. There is a tradeoff between the amount of model detail that can be accurately captured and the number of models that can be considered. This tradeoff can be incorporated in modifications of the parameter penalty term. The chapter also examines the Akaike information criterion and its variants, such as Schwarz's information criterion. It demonstrates how a data-based penalty can be developed to take into account the working model complexity, model set complexity, and sample size.

Keywords: model identification; scientific evidence; information criteria approach; likelihood ratio approach; statistical models; Akaike information criterion; Schwarz's information criterion; penalty; model complexity; sample size

Chapter.  14581 words.  Illustrated.

Subjects: Animal Pathology and Diseases

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