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Model Selection and Multi-Model Inference
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Customer Reviews
Rating:  - excellent book on model selection
Burnham and Anderson have put together a scholarly account of the developments in model selection techniques from the information theoretic viewpoint. This is an important practical subject. As computer algorithms become more and more available for fitting models and data mining and exploratory analysis become more popular and used more by novices, problems with overfitting models will again raise their ugly heads. This has been an issue for statisticians for decades. But the problems and the art of model selection has not been commonly covered in elementary courses on statistics and regression. George Box puts proper emphasis on the iterative nature of model selection and the importance of applying the principle of parismony in many of his books. Classic texts on regression like Draper and Smith point out the pitfalls of goodness of ift measures like R-square and explain Mallows Cp and adjusted R-square. There are now also a few good books devoted to model selection including the book by McQuarrie and Tsai (that I recently reviewed for Amazon) and the Chapman and Hall monograph by A. J. Miller.
Burnham and Anderson address all these issues and provide the best coverage to date on bootstrap and cross-validation approaches. They also are careful in their historical account and in putting together some coherence to the scattered literature. They are thorough in their references to the literature. Their theme is the information theoretic measures based on the Kullback-Liebler distance measure. The breakthrough in this theory came from Akaike in the 1970s and improvements and refinement came later. The authors provide the theory, but more importantly, they provide many real examples to illustrate the problems and show how the methods work.
They also refer to the recent work in Bayesian methods. Chapter 1 is a great introduction that everyone should read. Being a fan of the bootstrap I was interested in their coverage of it in chapters 4, 5 and 6 (much of which is the authors' own work).
Because the authors work in biological fields they cover survival models as well as the standard time series and regression models where most of the emphasis has been placed on model selection in the past.
It is a great reference source and an important book for learning about model selection as part of the inferential process. The pictures of the famous contributors inserted throughout the book is also nice to see. We have Akaike, Boltzmann, Shibata, Kullback, and Liebler brought to life in photographs or sketches.
Rating:  - Model Selection and Multi-Model Inference
Those interested in mark-recapture models definitely should have this extraordinary book.
Very complete and easy to read
Rating: - Good, but far too prolix
I admire this book very much for its accessible treatment of AIC, but if were reduced in length by half, it would be twice as good. The authors cannot resist repeating themselves, usually several times, especially when giving advice of the "motherhood and apple pie" variety. Another annoying feature is that many references are given for philosophical points, yet sometimes when a useful result is given without proof, no reference is provided. For example, on page 12 an expression for maximized likelihood is given without a derivation or a reference. Inside this fat book there is a thin book crying to be let out.
Rating: - One of the best introduction to AIC (Akaike's Information Criterion)!!!
AIC is one of the widely known methods in model selection and inference.
This book includes not only a basic use but also advanced issues of the information-theoretic approach.
Using this book, you will learn the application of AIC soon!
Rating: - authoritative and thorough treatment
Burnham and Anderson have put together a scholarly account of the developments in model selection techniques from the information theoretic viewpoint. This is an important practical subject. As computer algorithms become more and more available for fitting models and data mining and exploratory analysis become more popular and used more by novices, problems with overfitting models will again raise their ugly heads. This has been an issue for statisticians for decades. But the problems and the art of model selection has not been commonly covered in elementary courses on statistics and regression. George Box puts proper emphasis on the iterative nature of model selection and the importance of applying the principle of parismony in many of his books. Classic texts on regression like Draper and Smith point out the pitfalls of goodness of ift measures like R-square and explain Mallows Cp and adjusted R-square. There are now also a few good books devoted to model selection including the book by McQuarrie and Tsai (that I recently reviewed for Amazon) and the Chapman and Hall monograph by A. J. Miller.
Burnham and Anderson address all these issues and provide the best coverage to date on bootstrap and cross-validation approaches. They also are careful in their historical account and in putting together some coherence to the scattered literature. They are thorough in their references to the literature. Their theme is the information theoretic measures based on the Kullback-Liebler distance measure. The breakthrough in this theory came from Akaike in the 1970s and improvements and refinement came later. The authors provide the theory, but more importantly, they provide many real examples to illustrate the problems and show how the methods work.
They also refer to the recent work in Bayesian methods. Chapter 1 is a great introduction that everyone should read. Being a fan of the bootstrap I was interested in their coverage of it in chapters 4, 5 and 6 (much of which is the authors' own work).
Because the authors work in biological fields they cover survival models as well as the standard time series and regression models where most of the emphasis has been placed on model selection in the past.
It is a great reference source and an important book for learning about model selection as part of the inferential process. The pictures of the famous contributors inserted throughout the book is also nice to see. We have Akaike, Boltzmann, Shibata, Kullback, and Liebler brought to life in photographs or sketches.
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