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st: interpreting negative and positive AIC- OLS VS. GLM


From   Arina Viseth <arina@UDel.Edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: interpreting negative and positive AIC- OLS VS. GLM
Date   Thu, 19 Aug 2010 10:57:54 -0400 (EDT)

Dear Statalist,

I am trying to run a regression on unemployment rates, I compare OLS output with fractional logit estmates (since the unemployment rate is bounded between zero and one). To assess goodness of fit of the models, I get AIC (OLS) is negative 1004 while AIC (glm)*number of observations is positive 169. My interpretation is that the standard linear model is a better fit than the fractional logit model since -1004 is smaller than 169. I have 144 observations and 9 observations hit the boundary at zero. No observations hit 1.

- Is this a fair interpretation? 

In advance, thank you very much for your answer,

Arina
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