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sgaure committed Jul 15, 2019
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2 changes: 1 addition & 1 deletion DESCRIPTION
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Expand Up @@ -2,7 +2,7 @@ Package: durmod
Type: Package
Title: Mixed Proportional Hazard Competing Risk Model
Version: 1.1
Date: 2019-07-14
Date: 2019-07-15
Authors@R: person("Simen", "Gaure", email="[email protected]", role=c("aut","cre"),
comment=c(ORCID="https://orcid.org/0000-0001-7251-8747"))
URL: https://github.com/sgaure/durmod
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12 changes: 12 additions & 0 deletions vignettes/biblio.bib
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Expand Up @@ -57,3 +57,15 @@ @article{lindsay83II
volume = {11},
year = {1983}
}


@book{BA02,
title={Model selection and multimodel inference},
author={Burnham, Kenneth P and Anderson, David R},
year={2002},
publisher={Springer},
address={New York},
edition={2nd},
ISBN={0-387-95364-7}
}

18 changes: 11 additions & 7 deletions vignettes/whatmph.Rnw
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Expand Up @@ -251,13 +251,17 @@ the lowest AIC yields satisfactory results. We did not, however, have any theore
for doing this, and still don't. It is easy to look at the estimates with the lowest AIC:
<<>>=
summary(fit[[which.min(sapply(fit,AIC))]])
@
AIC is generally used to pick a model which is parsimonious, but still explains the
data well, i.e. to avoid overparameterization. AIC has an interpretation as the distance
between the model and reality. However, since the points are not found in a canonical order,
the AIC is really not well defined in these models. Another estimation of the
same data may find the points in a different order, with different log likelihoods along the way,
resulting in another set of points having the lowest AIC in the new estimation.
@

AIC is generally used to pick a model which is parsimonious, but
still explains the data well, i.e. to avoid overparameterization. AIC
has an interpretation as the distance between the model and reality,
see e.g.\ \cite{BA02}. However, since the points are not found in a
canonical order, the AIC is really not well defined in these
models. Another estimation of the same data may find the points in a
different order, with different log likelihoods along the way,
resulting in another set of points having the lowest AIC in the new
estimation.

Also, keep in mind that the method of using a discrete distribution
in this way is \emph{not} an ``approximation''. When the likelihood can't be improved by
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