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st: RE: AIC and BIC in Poisson and GLM
From
"Visintainer, Paul" <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: AIC and BIC in Poisson and GLM
Date
Mon, 25 Apr 2011 14:40:54 -0400
Peter,
If you compute AIC and BIC using -estat ic- after each model, I think they will be the same. In the -glm- output, the AIC and BIC are given in blue. If you click on them, it describes the differences between the output estimate and the -estat ic- estimate.
-Paul
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Lachenbruch, Peter
Sent: Monday, April 25, 2011 12:21 PM
To: '[email protected]'
Subject: st: AIC and BIC in Poisson and GLM
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.
Tony
Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001
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