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Re: st: formula of aic in stata


From   Nicola Orsini <[email protected]>
To   [email protected]
Subject   Re: st: formula of aic in stata
Date   Tue, 25 Oct 2005 11:00:46 +0200

See Stata 9 manual [R] -estat- pp.328-335

AIC = -2*ln(L)+2*p

where ln(L) is the log-likelihood of the model and p is the number of parameters.

Reference

Akaike, H. Information theory and an extension of the maximum likelihood
principle. In B.N.Petrov and F.Csaki (eds), Second International
Symposium on Information Theory, Academiai Kiado, Budapest, 267--281
(1973).

Nicola

I.A.C. van de Snepscheut wrote:

Hello

Does anyone know what the formula of the aic in stata 9 is?

Inez
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