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Parsimonious model selection using information theory: A modified selection rule

Citation

Yates, LA and Richards, SA and Brook, BW, Parsimonious model selection using information theory: A modified selection rule, Ecology, 102, (10) Article 3475. ISSN 0012-9658 (2021) [Refereed Article]


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Copyright Statement

2021 by the Ecological Society of America

DOI: doi:10.1002/ecy.3475

Abstract

Information-theoretic approaches to model selection, such as Akaike's information criterion (AIC) and cross validation, provide a rigorous framework to select among candidate hypotheses in ecology, yet the persistent concern of overfitting undermines the interpretation of inferred processes. A common misconception is that overfitting is due to the choice of criterion or model score, despite research demonstrating that selection uncertainty associated with score estimation is the predominant influence. Here we introduce a novel selection rule that identifies a parsimonious model by directly accounting for estimation uncertainty, while still retaining an information-theoretic interpretation. The new rule, which is a modification of the existing one-standard-error rule, mitigates overfitting and reduces the likelihood that spurious effects will be included in the selected model, thereby improving its inferential properties. We present the rule and illustrative examples in the context of maximum-likelihood estimation and Kullback-Leibler discrepancy, although the rule is applicable in a more general setting, including Bayesian model selection and other types of discrepancy.

Item Details

Item Type:Refereed Article
Keywords:model selection, ecological statistics, information theory, parsimony, cross validation, overfitting, post-selection inference
Research Division:Biological Sciences
Research Group:Ecology
Research Field:Ecology not elsewhere classified
Objective Division:Expanding Knowledge
Objective Group:Expanding knowledge
Objective Field:Expanding knowledge in the biological sciences
UTAS Author:Yates, LA (Mr Luke Yates)
UTAS Author:Richards, SA (Dr Shane Richards)
UTAS Author:Brook, BW (Professor Barry Brook)
ID Code:148289
Year Published:2021
Web of Science® Times Cited:1
Deposited By:Plant Science
Deposited On:2021-12-16
Last Modified:2022-01-07
Downloads:5 View Download Statistics

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