Sensitivity and specificity of information criteria

Information criteria (ICs) based on penalized likelihood, such as Akaike's information criterion (AIC), the Bayesian information criterion (BIC) and sample-size-adjusted versions of them, are widely used for model selection in health and biological research. However, different criteria sometimes support different models, leading to discussions about which is the most trustworthy. Some researchers and fields of study habitually use one or the other, often without a clearly stated justification. They may not realize that the criteria may disagree. Others try to compare models using multiple criteria but encounter ambiguity when different criteria lead to substantively different answers, leading to questions…

• UC
  University College Dublin
• NI
  National Institutes of Health

  Awards: DA039838, P50 DA039838
• NI
  National Institute on Drug Abuse

  Award: DA039838