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st: Re: AIC question


From   Ricardo Gon´┐Żalves Silva <[email protected]>
To   <[email protected]>
Subject   st: Re: AIC question
Date   Thu, 13 Jan 2005 12:14:16 -0200

Hi
AIC can be negative. The most negative one is the best.

Ricardo
----- Original Message ----- From: "Jonathan A. Schwabish" <[email protected]>
To: <[email protected]>
Sent: Wednesday, January 12, 2005 8:31 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




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