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st: AKAIKE formula
From
Paulo Regis <[email protected]>
To
[email protected]
Subject
st: AKAIKE formula
Date
Tue, 13 Apr 2010 15:31:33 +0800
Dear statalisters.
I have a question about Akaike Info Criterion. Stata calculates aic
(using "estac ic" after the regression command) with the formula:
AIC = -2 * log (likelihood) + 2 * (k+1) ; k= number of parameters
In the linear regression model, this is similar to use the formula:
AIC = n*ln(RSS/n) +2*(k+1), RSS = residuals SS
This was addressed before in this list by the following post:
http://www.stata.com/statalist/archive/2003-09/msg00365.html
However, my problem is that I want to compare OLS with IV models using
AKAIKE. The command "estac ic" is not available for -ivreg. Can I
compute the AIC by myself using the second formula? I have looked at
the Stata manuals and google and i was notable to get close to an
answer.
Kind Regards,
Paulo Regis
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