question about AIC
Kyriakos Kachrimanis wrote:
Please, forgive my ignorance on statistics, but I have a rather simple question concerning AIC. Small values of AIC mean good fit of the model. How about negative values of AIC? Is a model with AIC=0.5 considered to have better fit than a model with AIC=-500? I couldn't find anything explaining this in the documentation or any elementary statistics textbook that I have at my disposal. Thanks in advance, Kyriakos Kachrimanis.
AIC is a measurement of the distance between the current model and the "true", unknown model, given the data. Therefore, it is not meaningful by itself, but only when compared to other models (difference in AIC and other derived statistics). Moreover, all the compared models must have been fitted (with a maximum-likelihood method) on the same data set, and with the same response (i.e. you can't directly compare y = f(x) and log(y) = f(x)), but they don't need to be nested. In these conditions, a model with AIC = -500 is much, much better than a model with AIC = 0.5. A very good textbook is: Burnham, K.P., Anderson, D.R., 1998. Model selection and inference: a practical information-theoretic approach. New-York, Springer-Verlag, 353 p. The second edition should be available soon. Best, Renaud
Dr Renaud Lancelot, v?t?rinaire CIRAD, D?partement Elevage et M?decine V?t?rinaire (CIRAD-Emvt) Programme Productions Animales http://www.cirad.fr/presentation/programmes/prod-ani.shtml ISRA-LNERV tel (221) 832 49 02 BP 2057 Dakar-Hann fax (221) 821 18 79 (CIRAD) Senegal e-mail renaud.lancelot at cirad.fr -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._