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Re: st: AIC and BIC in Poisson and GLM


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AIC and BIC in Poisson and GLM
Date   Mon, 25 Apr 2011 17:59:18 +0100

The manual entry [R] bic note is informative; does your query go beyond that?

Nick

On Mon, Apr 25, 2011 at 5:21 PM, Lachenbruch, Peter
<Peter.Lachenbruch@oregonstate.edu> wrote:
> I was developing a simple class example for poisson regression using the poisson command and the glm command.  The log likelihood was the same in both regressions; the coefficients were the same.  When I looked at the AIC and BIC reported by glm I got
>
>                                                   AIC             =  7.920031
> Log likelihood   = -33.60015344                    BIC             =  2.922026
> For the estat command with poisson I got
> . estat ic
>
> -----------------------------------------------------------------------------
>       Model |    Obs    ll(null)   ll(model)     df          AIC         BIC
> -------------+---------------------------------------------------------------
>        full |     10   -495.0676   -33.60015      6     79.20031    81.01582
> -----------------------------------------------------------------------------
>               Note:  N=Obs used in calculating BIC; see [R] BIC note
>
> I would expect these to be the same, but they ain't.  I suspect there may be a normalizing constant lurking around here somewhere.
> I don't want to fix this unless it's truly a bug; but I would like to be able to explain this to my students.

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