Model averaging with Akaike weights

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Model averaging with Akaike weights

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Akaike weights

• model selection / model averaging
• Computed from the Akaike information criterion AIC

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AIC

• maximized likelihood value
• AIC
• sum of squares
• AIC

is the maximized likelihood value
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AIC for small samples

• If n/klt40
• AIC

is the maximized likelihood value
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Model weights

• Lets define
• Akaike weights (Mnumber of models)

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• Kaisa Sederholm Turku PET Centre Modelling
  report TPCMOD0016
• http//pet.utu.fi/staff/vesoik/reports/tpcmod0
  000.html