Theorem: Delta AIC - 2(k_2 - k_1) = 0 at L_1 = L_2 (equal-likelihood nested-model penalty)

Layer 1 — Physicsin the data-analysis-physics subtree

Theorem (AIC-equal-likelihood canonical): when nested models M_1 subset M_2 have equal maximised likelihoods L_1 = L_2 (no improvement from extra parameters), Delta AIC = AIC_2 - AIC_1 = 2(k_2 - k_1) - 2 ln(L_2/L_1) = 2(k_2 - k_1) - 0 =…

Related concepts

AIC for nested models: AIC = 2k - 2 ln L; Hahn-Banach extension on model functionals

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