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From |
Shige Song <[email protected]> |

To |
[email protected] |

Subject |
Re: st: calculating AIC for log-logistic model |

Date |
Fri, 26 Jul 2002 20:30:26 -0700 |

Hi Bobby, Thanks, that's very helpful for me, I appreciate that. Shige Song Department of Sociology, UCLA On Fri, 26 Jul 2002 09:21:34 -0500 [email protected] (Roberto G. Gutierrez, StataCorp.) wrote: > In our continuing discussion on this matter, Shige Song <[email protected]> > adds: > > > Using the example from the book on page 224. Now the AIC should be > > calculated as: > > > AIC = -2lnL + 2(k+c) = -2*(-42.241) + 2*(2+2) = 92.482 > > > as reported in Table 13.2 on page231. Now I want to introduced the same set > > of covariates ("protect" and "age") to the shape paremater (gamma), should > > the AIC be like this: > > > AIC = -2lnL + 2(k+c) = -2lnL + 2*(4+2) > > > is that correct? Shoud I also include the constant term in the gamma > > parameter equation (in you answer you said the constantt term in the main > > equation should be excluded but you did not say what to do abont the > > constant term in the gamma parameter equation). Thanks! > > Your calculations are correct. k+c is incremenented by 2 to reflect the two > new estimated parameters. Whether you want to think of it as k increasing by > 2 or c increasing by 2 is really a matter of personal taste. I like to think > of it as c since it represents things "ancillary" to the main equation, but it > really does not matter. > > Just follow this rule: Set (k+c) to equal the _total_ number of all > estimated parameters for all equations, including _all_ constant terms. > > As to your other question, the constant term in the main equation is not > counted in k because it is already counted in c: c = 2 for the standard > log-logistic model; 1 for shape parameter gamma + 1 for the scale parameter > (the constant term in the main equation), but again we counted the constant > term in c only as a convention. It really doesn't matter as long as it > is counted somewhere. > > --Bobby > [email protected] > * * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: calculating AIC for log-logistic model***From:*[email protected] (Roberto G. Gutierrez, StataCorp.)

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