An email received a few days ago:
Can you help me answering my query about AIC and DIC?
I want to compare the predictive power of a non Bayesian model (GWR, Geographically weighted regression) and a Bayesian hierarchical model (spLM).
For GWR, DIC is not defined, but AIC is.
For spLM, AIC is not defined, but DIC is.
How can I compare the predictive ability of these two models? Does it make sense to compare AIC of one with DIC of the other?
I did not reply as the answer is in the question: the numerical values of AIC and DIC do not compare. And since one estimation is Bayesian while the other is not, I do not think the predictive abilities can be compared. This is not even mentioning my reluctance to use DIC…as renewed in yesterday’s post.