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  • Can i pick the Model with lower AIC but higher BIC?

    Good day Everyone,

    I was comparing two models
    Model2 has a lower AIC but a higher BIC.
    can i pick model 2 as the better model since its lrtest ( ll(model)) is also lower than model 1.

    Model N II(null) II(model) df AIC BIC
    Model 1 47,111 -5159.380 8 10334.760 10404.650
    Model 2 47,111 -5153.186 12 10330.370 10435.210

    thank you for responding.
    Last edited by Sohe Aja; 30 Mar 2021, 10:20.

  • #2
    The decision rule is easy: select the model with the lowest AIC/ BIC. Therefore, in as far as it is reasonable to select a model based on these criteria, then you can do so and state that you selected the model based on AIC. However, you should be careful not to omit variables that the theory deems important, regardless of what these model selection criteria tell you.

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    • #3
      Originally posted by Andrew Musau View Post
      The decision rule is easy: select the model with the lowest AIC/ BIC. Therefore, in as far as it is reasonable to select a model based on these criteria, then you can do so and state that you selected the model based on AIC. However, you should be careful not to omit variables that the theory deems important, regardless of what these model selection criteria tell you.
      Thank you Andrew

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