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Re: st: formula of aic in stata... to continue


From   Eric Cahuzac <[email protected]>
To   [email protected]
Subject   Re: st: formula of aic in stata... to continue
Date   Tue, 25 Oct 2005 11:12:14 +0200

Yes I am agree with Nicola, but... -fitstat- display AIC=(-2*ln(L)+2*p)/n and AIC*n = AIC be careful!


Nicola Orsini a �crit :


See Stata 9 manual [R] -estat- pp.328-335

AIC = -2*ln(L)+2*p

where ln(L) is the log-likelihood of the model and p is the number of parameters.

Reference

Akaike, H. Information theory and an extension of the maximum likelihood
principle. In B.N.Petrov and F.Csaki (eds), Second International
Symposium on Information Theory, Academiai Kiado, Budapest, 267--281
(1973).

Nicola

I.A.C. van de Snepscheut wrote:


Hello

Does anyone know what the formula of the aic in stata 9 is?

Inez
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