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lllcrc (version 1.2)

ic.wghts: Information criterion model weights

Description

Compute model weights according to the information criterion scores of each model.

Usage

ic.wghts(scores)

Arguments

scores
The information criterion scores.

Value

A vector of weights, which can be interpreted (loosely) as the relative desireability of the models corresponding to the weights

Details

The formula is quite simple: Identify the smallest (best) score among the various models. Subtract this minimum value from all of the scores, and call the resulting set of scores $s$. Compute exp(-0.5 s) for all the scores, and normalize the resulting vector to obtain the vector of model weights

References

Burnham and Anderson (2002)