[R] Generating a model fitness score when using svyglm?

[Thomas Lumley]

On Wed, 28 Apr 2010, Brad Fulton wrote:

> Is there a recommended way to demonstrate improvements in goodness of fit
> when using svyglm?
>

No.

But then, I may be the wrong person to ask, since I wouldn't use AIC, BIC, CIC, DIC, EIC,.... for independently sampled data either.

In my view, you are either doing prediction, in which case I wouldn't trust the BIC penalty function (or any other fixed penalty) and would want out-of-sample prediction error, or doing inference about effects, in which case BIC is the wrong criterion entirely.


If you would use BIC on independently sampled data, then applying the same formula to svyglm() output will give a reasonable approximation to the same thing, but I wouldn't put much weight in small differences.

     -thomas


Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle