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AIC and BIC are only really valid when comparing nested models anyway.



This article at least claims that's not right: https://robjhyndman.com/hyndsight/aic/

(And Wikipedia: https://en.m.wikipedia.org/wiki/Akaike_information_criterion...)

Do you have a reference? Or were you thinking of the Likelihood Ratio Test?


Okay reading, it sounds like before Burnham and Anderson (2002) it was only known to be valid for nested models, but they were able to derive it from more fundamental assumptions to remove that restriction.

https://en.wikipedia.org/wiki/Akaike_information_criterion#H...

I wasn't aware of that update until now (despite being 16 years old), thank you!!




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