Cited by 2,684Statistical Methods and InferenceStatistical Methods and Bayesian InferenceStatistical Methods and Applications

AIC model selection using Akaike weights

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Wagenmakers, Eric-Jan, Farrell, Simon·2004·Psychonomic Bulletin & Review

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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  • Models associating estimated social media use and life satisfaction ratings while differentiating for self-reported sex (and controlling for household income, neighbourhood deprivation, and year of data collection) are more likely to be the best models of the data between the ages of 12 and 15, with Akaike weights ratios ranging from 5:1 to over 6,000,000:1 in favour of the model differentiatingmM

    “Doing so, we show that models associating estimated social media use and life satisfaction ratings while differentiating for self-reported sex (and controlling for household income, neighbourhood deprivation, and year of data collection) are more likely to be the best models of the data between the ages of 12 and 15 (Akaike weights ratios ranging from 5:1 to over 6,000,000:1 in favour of the model”

    From Windows of developmental sensitivity to social media (2022) · cites this paper as [36]

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Research works printed but not linked: 6

  1. [1]1. Aitchison, J., & Dunsmore, I. R. (1975). Statistical prediction analy- sis. Cambridge: Cambridge University Press.
  2. [12]12. Burnham, K. P., & Anderson, D. R. (2002). Model selection and mul- timodel inference: A practical information-theoreticapproach. New York: Springer-Verlag.
  3. [16]16. Golan, A. (Ed.) (2002). Information and entropy econometrics [Spe- cial issue]. Journal of Econometrics, 107 (1-2).
  4. [21]21. Kullback, S., & Leibler, R. A. (1951). On information and suffi- ciency. Annals of Mathematical Statistics, 22, 79-86.
  5. [25]25. Myung, I. J., Forster, M. R., & Browne, M. W. (Eds.) (2000). Model selection [Special issue]. Journal of Mathematical Psychology, 44(1).
  6. [37]37. Takane, Y., & Bozdogan, H. (Eds.) (1987). AIC model selection [Special issue]. Psychometrika, 52(3).

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Authors
Wagenmakers, E.-J., & Farrell, S.
Affiliations
Northwestern University (US)
Corresponding author
  • Wagenmakers, Eric-Jan
  • Farrell, Simon
Venue
Psychonomic Bulletin & Review
Published
2004-02
Volume
11
Issue
1
Pages
192-196
ISSN
  • 1069-9384 (ISSN-L)
  • 1531-5320
OpenAlex
W1987464952
Cited by
2,684
References
54
Citations by year
2026: 125 · 2025: 207 · 2024: 249 · 2023: 229 · 2022: 218 · 2021: 279 · 2020: 242 · 2019: 212 · 2018: 188 · 2017: 146 · 2016: 119 · 2015: 124 · 2014: 99 · 2013: 57 · 2012: 42
FWCI
10.83
Type
journal article
Language
en
Open access
Locations
  • Psychonomic Bulletin & Review (publishedVersion)
  • PubMed (publishedVersion)
  • UvA-DARE (University of Amsterdam) (submittedVersion)
  • Bristol Research (University of Bristol) (submittedVersion)
  • Data Archiving and Networked Services (DANS) (submittedVersion)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
Keywords
Akaike information criterion, Akaike weights, model selection, model comparison, conditional probability, cognitive psychology, model adequacy
MeSH terms
Bayes Theorem, Choice Behavior, Humans, Models, Psychological

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