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From |
"Abdul Q Memon" <a.memon@ucl.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Model selection by using BIC values after using glm command |

Date |
Sun, 15 Nov 2009 22:23:07 -0000 |

Hi This is my first email on the group. I hope some one will be able to give me valueable comments for which i will be thankful. My querry is about the BIC (Bayesian information criteria). I have seen two version of formulas one is using the likelihood and other is using the deviance of the model. 1. BIC=D+p*LN(N) after glm command 2.BIC=-2L+p*LN(N) after estat command I am using glm command and negative binomial regression on count data (data is daily observations of road accidents from 1st Jan 1991 to 31st dec 2005). Total observations are 5429. I am estimating the value of alpha (k) and using nbreg command in STATA. I was expecting that both the formulas will give a same pattern for model selection( i have 20 models on the data and i am sorting the results by BIC). Although likelihood model formula is bit easy to explain because the deviance formulas is giving the lowest BIC for null model as the deviance of negative binomial regression is small after GLM. I am still in double minds which BIC formula to use. R software is probably using likelihhod formula. Your comments, sugeestions or directions to concerned literature will be highly appreciated. Best regards Memon * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: Model selection by using BIC values after using glm command***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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