Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: AIC question


From   S�ren Nielsen <[email protected]>
To   <[email protected]>
Subject   st: Re: AIC question
Date   Thu, 13 Jan 2005 11:27:05 +0100

The lowest value of AIC indicates always the best model, irrespective of sign. I.e. +5 is better that +10 and -10 is better that -5

S�ren Nielsen
----- Original Message ----- 
From: "Jonathan A. Schwabish" <[email protected]>
To: <[email protected]>
Sent: Wednesday, January 12, 2005 11:31 PM
Subject: st: AIC question


> 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.
> 
> Thanks,
> jon
> [email protected]
> 
> =====
> Jonathan A. Schwabish, PhD 
> Senior Director 
> Partnership for New York City 
> One Battery Park Plaza 
> New York, NY 10004-1479 
> www.partnershipfornyc.org 
> phone: 212-493-7515 
> fax: 212-493-7778
> 
> 
> 
> 
> __________________________________ 
> Do you Yahoo!? 
> Read only the mail you want - Yahoo! Mail SpamGuard. 
> http://promotions.yahoo.com/new_mail 
> *
> *   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/
> 


*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index