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st: AIC question

From   "Jonathan A. Schwabish" <[email protected]>
To   [email protected]
Subject   st: AIC question
Date   Wed, 12 Jan 2005 14:31:10 -0800 (PST)

I've been playing with the -icomp- user-written
command, which produces the Akaike Information
Criterion (AIC). Is it possible for the AIC to be
negative and if so, is the fit better if the AIC is
"more negative"? That is, the AIC signals a better fit
when it is lower, but is the fit better or worse when
the AIC is -5 versus -10? My understanding would be
that the regression with an AIC=-10 is a better fit
but if someone could confirm, I would appreciate it.

[email protected]

Jonathan A. Schwabish, PhD 
Senior Director 
Partnership for New York City 
One Battery Park Plaza 
New York, NY 10004-1479 
phone: 212-493-7515 
fax: 212-493-7778

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